0.36Open0.56Pre Close258 Volume1.22K Open Interest14.00Strike Price5.87KTurnover310.89%IV0.07%PremiumNov 22, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7680Delta4.0884Gamma95.93Leverage Ratio-10.6529Theta0.0000Rho-73.68Eff Leverage0.0001Vega