4.70Open5.55Pre Close17.47K Volume6.36K Open Interest72.00Strike Price5.60MTurnover73.72%IV1.25%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier4DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.7613Delta0.0537Gamma16.38Leverage Ratio-0.2444Theta0.0057Rho12.47Eff Leverage0.0243Vega