5.91Open16.20Pre Close9 Volume1 Open Interest135.00Strike Price5.90KTurnover33.67%IV0.46%PremiumNov 15, 2024Expiry Date6.71Intrinsic Value100Multiplier15DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7206Delta0.0387Gamma16.45Leverage Ratio-0.0891Theta-0.0334Rho-11.85Eff Leverage0.0884Vega