0.30Open0.45Pre Close216 Volume360 Open Interest47.50Strike Price5.86KTurnover18.16%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2855Delta0.2987Gamma234.00Leverage Ratio-0.0318Theta0.0024Rho66.81Eff Leverage0.0213Vega