5.90Open6.30Pre Close9 Volume628 Open Interest47.50Strike Price5.31KTurnover72.88%IV5.76%PremiumDec 20, 2024Expiry Date2.52Intrinsic Value100Multiplier24DDays to Expiry2.88Extrinsic Value100Contract SizeAmericanOptions Type0.6501Delta0.0397Gamma9.81Leverage Ratio-0.0762Theta0.0180Rho6.38Eff Leverage0.0474Vega