5.55Open5.55Pre Close0 Volume112 Open Interest27.00Strike Price0.00Turnover75.77%IV3.10%PremiumJan 17, 2025Expiry Date4.57Intrinsic Value100Multiplier22DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.8261Delta0.0432Gamma6.01Leverage Ratio-0.0365Theta0.0129Rho4.97Eff Leverage0.0201Vega