5.90Open6.83Pre Close3 Volume5 Open Interest22.00Strike Price1.77KTurnover332.85%IV7.47%PremiumDec 27, 2024Expiry Date4.60Intrinsic Value100Multiplier4DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6983Delta0.0590Gamma3.14Leverage Ratio-0.2790Theta-0.0017Rho-2.19Eff Leverage0.0062Vega