2.75Open2.30Pre Close29 Volume11 Open Interest387.50Strike Price5.91KTurnover24.26%IV1.20%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.4444Delta0.0392Gamma116.89Leverage Ratio-0.5232Theta0.0195Rho51.94Eff Leverage0.1640Vega