5.11Open5.11Pre Close0 Volume18 Open Interest44.00Strike Price0.00Turnover76.73%IV8.17%PremiumDec 13, 2024Expiry Date1.40Intrinsic Value100Multiplier1DDays to Expiry3.71Extrinsic Value100Contract SizeAmericanOptions Type0.8265Delta0.1660Gamma29.29Leverage Ratio-0.2812Theta0.0007Rho24.21Eff Leverage0.0052Vega