11.51Open15.59Pre Close7.50K Volume15.14K Open Interest440.00Strike Price5.85MTurnover37.29%IV1.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type0.4029Delta0.0393Gamma156.21Leverage Ratio-1.8656Theta0.0063Rho62.93Eff Leverage0.1022Vega