3.49Open3.75Pre Close22 Volume73 Open Interest36.00Strike Price5.61KTurnover52.81%IV5.13%PremiumNov 15, 2024Expiry Date0.62Intrinsic Value100Multiplier25DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.5848Delta0.0764Gamma15.26Leverage Ratio-0.0418Theta0.0132Rho8.92Eff Leverage0.0377Vega