0.25Open0.36Pre Close237 Volume447 Open Interest11.00Strike Price5.83KTurnover15.38%IV0.27%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8399Delta1.0305Gamma44.88Leverage Ratio-0.0054Theta0.0017Rho37.70Eff Leverage0.0037Vega