2.20Open1.48Pre Close25 Volume23 Open Interest7.50Strike Price5.50KTurnover86.14%IV6.59%PremiumDec 20, 2024Expiry Date1.60Intrinsic Value100Multiplier9DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9296Delta0.1069Gamma5.52Leverage Ratio-0.0096Theta0.0018Rho5.13Eff Leverage0.0020Vega