5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover24.15%IV0.39%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier14DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9540Delta0.0281Gamma12.86Leverage Ratio-0.0185Theta0.0248Rho12.27Eff Leverage0.0137Vega