5.85Open4.05Pre Close23 Volume26 Open Interest81.00Strike Price13.71KTurnover35.48%IV0.50%PremiumDec 6, 2024Expiry Date5.72Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.9848Delta0.0254Gamma13.15Leverage Ratio-0.0050Theta-0.0025Rho-12.95Eff Leverage0.0028Vega