5.85Open5.85Pre Close0 Volume17 Open Interest107.00Strike Price0.00Turnover20.25%IV2.17%PremiumDec 20, 2024Expiry Date3.45Intrinsic Value100Multiplier27DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.7457Delta0.0526Gamma23.25Leverage Ratio-0.0456Theta0.0576Rho17.34Eff Leverage0.0964Vega