0.07Open0.36Pre Close693 Volume697 Open Interest36.50Strike Price5.76KTurnover38.53%IV3.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1540Delta0.1934Gamma377.00Leverage Ratio-0.0544Theta-0.0004Rho-58.07Eff Leverage0.0076Vega