4.70Open5.55Pre Close17.47K Volume6.36K Open Interest72.00Strike Price5.60MTurnover78.64%IV1.25%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier3DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.7608Delta0.0537Gamma16.38Leverage Ratio-0.2784Theta0.0050Rho12.46Eff Leverage0.0228Vega