6.80Open12.80Pre Close10 Volume6 Open Interest80.00Strike Price5.72KTurnover72.56%IV1.65%PremiumDec 20, 2024Expiry Date4.05Intrinsic Value100Multiplier6DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6865Delta0.0487Gamma14.06Leverage Ratio-0.2015Theta-0.0090Rho-9.65Eff Leverage0.0357Vega