5.20Open2.86Pre Close12 Volume150 Open Interest92.50Strike Price5.99KTurnover34.73%IV2.01%PremiumDec 20, 2024Expiry Date2.96Intrinsic Value100Multiplier23DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type-0.6185Delta0.0490Gamma18.85Leverage Ratio-0.0584Theta-0.0321Rho-11.66Eff Leverage0.0865Vega