7.50Open11.60Pre Close8 Volume1 Open Interest80.00Strike Price5.86KTurnover61.00%IV2.28%PremiumDec 20, 2024Expiry Date5.77Intrinsic Value100Multiplier11DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7357Delta0.0412Gamma10.76Leverage Ratio-0.1094Theta-0.0164Rho-7.91Eff Leverage0.0430Vega