0.60Open0.75Pre Close49 Volume57 Open Interest76.50Strike Price5.96KTurnover24.96%IV1.29%PremiumSep 13, 2024Expiry Date1.20Intrinsic Value100Multiplier2DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.8208Delta0.1939Gamma57.56Leverage Ratio-0.1076Theta0.0030Rho47.24Eff Leverage0.0141Vega