7.50Open11.60Pre Close8 Volume1 Open Interest80.00Strike Price5.86KTurnover57.62%IV2.28%PremiumDec 20, 2024Expiry Date5.77Intrinsic Value100Multiplier13DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7347Delta0.0412Gamma10.76Leverage Ratio-0.0967Theta-0.0183Rho-7.90Eff Leverage0.0457Vega