0.24Open0.30Pre Close406 Volume263 Open Interest96.00Strike Price5.87KTurnover22.47%IV2.75%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1055Delta0.0846Gamma896.36Leverage Ratio-0.0530Theta-0.0009Rho-94.60Eff Leverage0.0175Vega