12.97Open11.70Pre Close4 Volume155 Open Interest760.00Strike Price5.91KTurnover14.48%IV0.64%PremiumAug 16, 2024Expiry Date12.05Intrinsic Value100Multiplier24DDays to Expiry4.95Extrinsic Value100Contract SizeAmericanOptions Type0.7015Delta0.0119Gamma37.85Leverage Ratio-0.2797Theta0.3563Rho26.55Eff Leverage0.6999Vega