3.95Open4.72Pre Close15 Volume840 Open Interest75.00Strike Price5.87KTurnover37.12%IV2.00%PremiumOct 18, 2024Expiry Date2.35Intrinsic Value100Multiplier20DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.6662Delta0.0542Gamma18.87Leverage Ratio-0.0682Theta0.0259Rho12.57Eff Leverage0.0658Vega