5.70Open5.33Pre Close2 Volume1.32K Open Interest85.00Strike Price1.16KTurnover29.45%IV0.73%PremiumOct 18, 2024Expiry Date5.24Intrinsic Value100Multiplier20DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.8279Delta0.0413Gamma14.92Leverage Ratio-0.0492Theta0.0371Rho12.35Eff Leverage0.0535Vega