0.60Open0.78Pre Close73 Volume1.14K Open Interest9.50Strike Price5.85KTurnover120.58%IV2.53%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6719Delta0.3547Gamma15.82Leverage Ratio-0.0764Theta0.0004Rho10.63Eff Leverage0.0031Vega