5.60Open6.10Pre Close10 Volume64 Open Interest167.50Strike Price5.60KTurnover54.05%IV0.42%PremiumDec 6, 2024Expiry Date4.92Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.7270Delta0.0435Gamma26.54Leverage Ratio-0.4716Theta-0.0085Rho-19.30Eff Leverage0.0471Vega