0.37Open0.28Pre Close61 Volume822 Open Interest45.50Strike Price5.75KTurnover79.45%IV0.91%PremiumSep 27, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6429Delta0.2307Gamma44.43Leverage Ratio-0.4067Theta-0.0006Rho-28.56Eff Leverage0.0076Vega