9.52Open9.51Pre Close6 Volume26 Open Interest28.00Strike Price5.71KTurnover56.60%IV0.56%PremiumDec 20, 2024Expiry Date9.31Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9874Delta0.0065Gamma3.97Leverage Ratio-0.0071Theta0.0152Rho3.92Eff Leverage0.0029Vega