7.50Open11.60Pre Close8 Volume1 Open Interest80.00Strike Price5.86KTurnover55.63%IV2.28%PremiumDec 20, 2024Expiry Date5.77Intrinsic Value100Multiplier14DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7339Delta0.0412Gamma10.76Leverage Ratio-0.0896Theta-0.0195Rho-7.89Eff Leverage0.0475Vega