9.30Open6.50Pre Close6 Volume20 Open Interest122.00Strike Price5.81KTurnover82.07%IV-0.03%PremiumDec 27, 2024Expiry Date9.91Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8922Delta0.0216Gamma12.68Leverage Ratio-0.3291Theta0.0067Rho11.32Eff Leverage0.0194Vega