0.20Open0.23Pre Close307 Volume862 Open Interest13.00Strike Price5.98KTurnover38.02%IV0.76%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6537Delta1.0564Gamma61.07Leverage Ratio-0.0429Theta0.0004Rho39.92Eff Leverage0.0034Vega