1.54Open1.80Pre Close37 Volume461 Open Interest45.00Strike Price5.76KTurnover53.62%IV2.11%PremiumDec 20, 2024Expiry Date0.49Intrinsic Value100Multiplier5DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.5828Delta0.1320Gamma31.37Leverage Ratio-0.1160Theta0.0037Rho18.28Eff Leverage0.0215Vega