9.52Open9.36Pre Close6 Volume405 Open Interest115.00Strike Price5.90KTurnover46.81%IV5.25%PremiumAug 16, 2024Expiry Date3.67Intrinsic Value100Multiplier21DDays to Expiry6.23Extrinsic Value100Contract SizeAmericanOptions Type0.6399Delta0.0274Gamma15.61Leverage Ratio-0.1271Theta0.0412Rho9.99Eff Leverage0.1090Vega