0.97Open1.02Pre Close59 Volume148 Open Interest77.00Strike Price5.61KTurnover24.87%IV0.57%PremiumSep 27, 2024Expiry Date0.46Intrinsic Value100Multiplier3DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6196Delta0.2286Gamma82.84Leverage Ratio-0.1345Theta0.0035Rho51.33Eff Leverage0.0255Vega