9.35Open8.02Pre Close6 Volume10 Open Interest45.00Strike Price5.61KTurnover8331.84%IV0.13%PremiumDec 27, 2024Expiry Date9.28Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9834Delta0.0084Gamma5.81Leverage Ratio-215.7434Theta0.0000Rho5.71Eff Leverage0.0000Vega