5.20Open4.50Pre Close11 Volume57 Open Interest95.00Strike Price5.57KTurnover47.38%IV-0.92%PremiumDec 20, 2024Expiry Date5.87Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8869Delta0.0445Gamma14.49Leverage Ratio-0.0930Theta-0.0072Rho-12.85Eff Leverage0.0179Vega