6.60Open8.80Pre Close8 Volume261 Open Interest55.00Strike Price5.28KTurnover44.08%IV1.37%PremiumNov 15, 2024Expiry Date5.77Intrinsic Value100Multiplier24DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.8300Delta0.0364Gamma9.21Leverage Ratio-0.0411Theta0.0296Rho7.64Eff Leverage0.0400Vega