5.50Open5.50Pre Close0 Volume51 Open Interest50.00Strike Price0.00Turnover22.13%IV3.26%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier27DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.8986Delta0.0542Gamma13.19Leverage Ratio-0.0158Theta0.0334Rho11.85Eff Leverage0.0262Vega