7.54Open6.50Pre Close8 Volume957 Open Interest140.00Strike Price5.75KTurnover28.17%IV2.11%PremiumDec 20, 2024Expiry Date4.06Intrinsic Value100Multiplier21DDays to Expiry3.04Extrinsic Value100Contract SizeAmericanOptions Type0.6901Delta0.0365Gamma22.51Leverage Ratio-0.0942Theta0.0528Rho15.53Eff Leverage0.1211Vega