5.95Open5.74Pre Close1 Volume60 Open Interest100.00Strike Price595.00Turnover31.49%IV0.87%PremiumOct 18, 2024Expiry Date5.12Intrinsic Value100Multiplier15DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.7840Delta0.0510Gamma16.65Leverage Ratio-0.0514Theta-0.0241Rho-13.05Eff Leverage0.0557Vega