0.30Open0.45Pre Close216 Volume360 Open Interest47.50Strike Price5.86KTurnover19.60%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2848Delta0.2973Gamma234.00Leverage Ratio-0.0368Theta0.0020Rho66.63Eff Leverage0.0198Vega