7.50Open11.60Pre Close8 Volume1 Open Interest80.00Strike Price5.86KTurnover60.69%IV2.28%PremiumDec 20, 2024Expiry Date5.77Intrinsic Value100Multiplier11DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7356Delta0.0412Gamma10.76Leverage Ratio-0.1082Theta-0.0165Rho-7.91Eff Leverage0.0432Vega