0.14Open0.15Pre Close532 Volume604 Open Interest87.50Strike Price5.60KTurnover33.27%IV10.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0522Delta0.0160Gamma649.13Leverage Ratio-0.0220Theta-0.0020Rho-33.86Eff Leverage0.0213Vega