4.60Open6.05Pre Close11 Volume128 Open Interest335.00Strike Price5.96KTurnover35.92%IV0.64%PremiumAug 30, 2024Expiry Date4.64Intrinsic Value100Multiplier3DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.6987Delta0.0304Gamma46.37Leverage Ratio-0.6986Theta0.0201Rho32.40Eff Leverage0.1110Vega