11.51Open15.59Pre Close7.50K Volume15.14K Open Interest440.00Strike Price5.85MTurnover38.08%IV1.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type0.4069Delta0.0379Gamma148.27Leverage Ratio-1.8563Theta0.0066Rho60.33Eff Leverage0.1043Vega