5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover23.48%IV0.39%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9559Delta0.0274Gamma12.86Leverage Ratio-0.0177Theta0.0257Rho12.29Eff Leverage0.0135Vega