0.60Open0.40Pre Close82 Volume2.69K Open Interest22.50Strike Price5.67KTurnover15.36%IV0.14%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9344Delta0.4942Gamma42.70Leverage Ratio-0.0035Theta-0.0010Rho-39.90Eff Leverage0.0028Vega