4.80Open5.69Pre Close12 Volume10 Open Interest81.00Strike Price5.75KTurnover63.58%IV0.27%PremiumDec 27, 2024Expiry Date4.52Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8504Delta0.0560Gamma15.59Leverage Ratio-0.1658Theta-0.0044Rho-13.26Eff Leverage0.0153Vega