3.85Open3.40Pre Close15 Volume457 Open Interest55.00Strike Price5.78KTurnover25.03%IV0.45%PremiumNov 15, 2024Expiry Date3.62Intrinsic Value100Multiplier22DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8653Delta0.0815Gamma13.70Leverage Ratio-0.0118Theta-0.0167Rho-11.86Eff Leverage0.0266Vega