4.70Open5.55Pre Close17.47K Volume6.36K Open Interest72.00Strike Price5.60MTurnover74.12%IV1.25%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier4DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.7613Delta0.0537Gamma16.38Leverage Ratio-0.2470Theta0.0056Rho12.47Eff Leverage0.0241Vega