6.40Open5.28Pre Close9 Volume5 Open Interest30.00Strike Price5.76KTurnover259.00%IV0.21%PremiumNov 29, 2024Expiry Date6.35Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8918Delta0.0439Gamma3.61Leverage Ratio-0.1774Theta-0.0012Rho-3.22Eff Leverage0.0030Vega