5.10Open4.04Pre Close11 Volume1.84K Open Interest72.50Strike Price5.68KTurnover22.77%IV0.39%PremiumOct 18, 2024Expiry Date4.70Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8868Delta0.0447Gamma14.99Leverage Ratio-0.0273Theta0.0377Rho13.29Eff Leverage0.0362Vega