11.70Open12.37Pre Close5 Volume621 Open Interest110.00Strike Price5.88KTurnover50.19%IV0.75%PremiumAug 16, 2024Expiry Date11.26Intrinsic Value100Multiplier21DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.7927Delta0.0248Gamma8.00Leverage Ratio-0.0698Theta-0.0397Rho-6.34Eff Leverage0.0684Vega