7.70Open6.30Pre Close7 Volume39 Open Interest80.00Strike Price5.65KTurnover60.20%IV2.89%PremiumDec 20, 2024Expiry Date7.76Intrinsic Value100Multiplier30DDays to Expiry2.54Extrinsic Value100Contract SizeAmericanOptions Type0.7387Delta0.0213Gamma8.20Leverage Ratio-0.0883Theta0.0453Rho6.06Eff Leverage0.0826Vega