5.50Open6.50Pre Close10 Volume32 Open Interest116.00Strike Price5.40KTurnover17.87%IV0.43%PremiumNov 29, 2024Expiry Date3.97Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9690Delta0.0317Gamma29.62Leverage Ratio-0.0301Theta0.0119Rho28.70Eff Leverage0.0086Vega