7.75Open7.13Pre Close5.98K Volume4.33K Open Interest595.00Strike Price5.57MTurnover36.20%IV0.61%PremiumDec 6, 2024Expiry Date11.15Intrinsic Value100Multiplier3DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.7340Delta0.0160Gamma40.68Leverage Ratio-1.1672Theta0.0376Rho29.86Eff Leverage0.1862Vega