10.45Open15.66Pre Close5 Volume65 Open Interest350.00Strike Price5.50KTurnover54.65%IV1.08%PremiumOct 4, 2024Expiry Date8.20Intrinsic Value100Multiplier3DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6641Delta0.0206Gamma28.72Leverage Ratio-1.0196Theta-0.0195Rho-19.08Eff Leverage0.1184Vega