0.70Open0.71Pre Close77 Volume17 Open Interest27.00Strike Price5.53KTurnover47.59%IV1.46%PremiumOct 25, 2024Expiry Date0.36Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5994Delta0.3070Gamma38.06Leverage Ratio-0.0705Theta-0.0015Rho-22.81Eff Leverage0.0102Vega