4.80Open5.69Pre Close12 Volume10 Open Interest81.00Strike Price5.75KTurnover64.05%IV0.27%PremiumDec 27, 2024Expiry Date4.52Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8505Delta0.0560Gamma15.59Leverage Ratio-0.1682Theta-0.0043Rho-13.26Eff Leverage0.0152Vega