5.77Open6.40Pre Close8 Volume23 Open Interest50.00Strike Price5.15KTurnover184.80%IV3.36%PremiumDec 20, 2024Expiry Date5.61Intrinsic Value100Multiplier1DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type-0.8956Delta0.0447Gamma7.65Leverage Ratio-0.3988Theta-0.0010Rho-6.85Eff Leverage0.0040Vega