3.91Open3.30Pre Close14 Volume234 Open Interest34.00Strike Price5.59KTurnover40.15%IV0.18%PremiumOct 18, 2024Expiry Date3.93Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9432Delta0.0419Gamma9.37Leverage Ratio-0.0171Theta0.0101Rho8.83Eff Leverage0.0077Vega