5.85Open5.85Pre Close0 Volume17 Open Interest107.00Strike Price0.00Turnover20.35%IV2.17%PremiumDec 20, 2024Expiry Date3.45Intrinsic Value100Multiplier27DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.7454Delta0.0526Gamma23.25Leverage Ratio-0.0459Theta0.0571Rho17.33Eff Leverage0.0961Vega