2.25Open2.42Pre Close28 Volume81 Open Interest67.50Strike Price5.90KTurnover20.43%IV1.47%PremiumNov 15, 2024Expiry Date1.08Intrinsic Value100Multiplier22DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.6521Delta0.1060Gamma32.66Leverage Ratio-0.0339Theta0.0264Rho21.30Eff Leverage0.0631Vega