5.90Open6.30Pre Close10 Volume229 Open Interest73.00Strike Price5.90KTurnover121.65%IV0.71%PremiumNov 29, 2024Expiry Date5.34Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8839Delta0.0411Gamma13.93Leverage Ratio-0.5135Theta0.0016Rho12.31Eff Leverage0.0076Vega