0.25Open0.37Pre Close204 Volume351 Open Interest34.50Strike Price5.75KTurnover21.45%IV0.63%PremiumOct 11, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6091Delta0.5985Gamma99.03Leverage Ratio-0.0526Theta0.0015Rho60.31Eff Leverage0.0115Vega