5.65Open6.75Pre Close2 Volume195 Open Interest110.00Strike Price1.13KTurnover50.91%IV0.05%PremiumSep 20, 2024Expiry Date5.60Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8614Delta0.0412Gamma18.80Leverage Ratio-0.2032Theta0.0078Rho16.19Eff Leverage0.0233Vega