5.40Open4.00Pre Close10 Volume25 Open Interest110.00Strike Price5.72KTurnover48.16%IV1.11%PremiumNov 15, 2024Expiry Date5.70Intrinsic Value100Multiplier8DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.7693Delta0.0357Gamma16.53Leverage Ratio-0.1641Theta0.0192Rho12.71Eff Leverage0.0538Vega