2.40Open2.50Pre Close23 Volume224 Open Interest40.00Strike Price5.87KTurnover54.45%IV3.08%PremiumDec 20, 2024Expiry Date1.28Intrinsic Value100Multiplier22DDays to Expiry1.27Extrinsic Value100Contract SizeAmericanOptions Type0.6263Delta0.0686Gamma14.11Leverage Ratio-0.0508Theta0.0138Rho8.84Eff Leverage0.0384Vega