11.54Open11.75Pre Close5 Volume300 Open Interest43.00Strike Price5.77KTurnover98.44%IV0.65%PremiumDec 20, 2024Expiry Date11.19Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9914Delta0.0043Gamma4.83Leverage Ratio-0.0171Theta0.0043Rho4.79Eff Leverage0.0013Vega