59.40Open54.70Pre Close1 Volume5 Open Interest990.00Strike Price5.94KTurnover39.77%IV0.15%PremiumDec 6, 2024Expiry Date57.86Intrinsic Value100Multiplier3DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type0.9452Delta0.0029Gamma17.58Leverage Ratio-0.7009Theta0.0781Rho16.62Eff Leverage0.1065Vega