6.40Open5.28Pre Close9 Volume5 Open Interest30.00Strike Price5.76KTurnover534.83%IV0.21%PremiumNov 29, 2024Expiry Date6.35Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8931Delta0.0437Gamma3.61Leverage Ratio-0.9330Theta-0.0003Rho-3.22Eff Leverage0.0015Vega