2.75Open2.30Pre Close29 Volume11 Open Interest387.50Strike Price5.91KTurnover24.01%IV1.20%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.4445Delta0.0393Gamma116.89Leverage Ratio-0.5125Theta0.0199Rho51.96Eff Leverage0.1656Vega