0.80Open1.03Pre Close59 Volume915 Open Interest66.00Strike Price5.66KTurnover52.41%IV0.98%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier1DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5329Delta0.2168Gamma72.56Leverage Ratio-0.5815Theta-0.0010Rho-38.67Eff Leverage0.0139Vega