2.65Open2.00Pre Close24 Volume103 Open Interest45.00Strike Price5.59KTurnover93.26%IV15.68%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type0.3983Delta0.0386Gamma16.52Leverage Ratio-0.0793Theta0.0095Rho6.58Eff Leverage0.0413Vega