0.60Open0.92Pre Close81 Volume45 Open Interest14.50Strike Price5.64KTurnover92.31%IV2.61%PremiumOct 11, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5821Delta0.2996Gamma19.94Leverage Ratio-0.0742Theta-0.0008Rho-11.61Eff Leverage0.0055Vega