5.35Open6.30Pre Close3 Volume1.19K Open Interest55.00Strike Price1.48KTurnover32.33%IV1.08%PremiumSep 20, 2024Expiry Date4.06Intrinsic Value100Multiplier6DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9573Delta0.0363Gamma14.23Leverage Ratio-0.0237Theta0.0090Rho13.62Eff Leverage0.0070Vega