6.90Open5.70Pre Close7 Volume413 Open Interest130.00Strike Price5.17KTurnover53.08%IV2.81%PremiumNov 15, 2024Expiry Date3.65Intrinsic Value100Multiplier14DDays to Expiry3.75Extrinsic Value100Contract SizeAmericanOptions Type0.6311Delta0.0272Gamma17.59Leverage Ratio-0.2000Theta0.0293Rho11.10Eff Leverage0.0985Vega