6.40Open5.28Pre Close9 Volume5 Open Interest30.00Strike Price5.76KTurnover272.31%IV0.21%PremiumNov 29, 2024Expiry Date6.35Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8919Delta0.0439Gamma3.61Leverage Ratio-0.1870Theta-0.0011Rho-3.22Eff Leverage0.0029Vega