5.83Open6.10Pre Close13 Volume31 Open Interest71.00Strike Price7.77KTurnover105.46%IV0.60%PremiumDec 27, 2024Expiry Date5.99Intrinsic Value100Multiplier1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.9420Delta0.0287Gamma12.62Leverage Ratio-0.2576Theta0.0016Rho11.89Eff Leverage0.0044Vega