5.55Open4.00Pre Close11 Volume11 Open Interest185.00Strike Price6.11KTurnover3308.44%IV0.08%PremiumSep 27, 2024Expiry Date5.37Intrinsic Value100Multiplier-1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8043Delta0.0461Gamma29.45Leverage Ratio-2245.7552Theta0.0000Rho-23.69Eff Leverage0.0005Vega