0.70Open0.71Pre Close77 Volume17 Open Interest27.00Strike Price5.53KTurnover46.06%IV1.46%PremiumOct 25, 2024Expiry Date0.36Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5991Delta0.3069Gamma38.06Leverage Ratio-0.0656Theta-0.0016Rho-22.80Eff Leverage0.0106Vega