5.75Open5.75Pre Close0 Volume25 Open Interest62.00Strike Price0.00Turnover152.34%IV0.52%PremiumDec 13, 2024Expiry Date5.40Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.7931Delta0.0386Gamma10.66Leverage Ratio-0.5878Theta0.0025Rho8.45Eff Leverage0.0139Vega