59.40Open54.70Pre Close1 Volume5 Open Interest990.00Strike Price5.94KTurnover37.90%IV0.15%PremiumDec 6, 2024Expiry Date57.87Intrinsic Value100Multiplier3DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.9539Delta0.0027Gamma17.58Leverage Ratio-0.5896Theta0.0788Rho16.77Eff Leverage0.0927Vega