5.50Open5.60Pre Close3 Volume357 Open Interest47.00Strike Price1.64KTurnover26.09%IV-0.17%PremiumNov 15, 2024Expiry Date5.56Intrinsic Value100Multiplier16DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9824Delta0.0150Gamma9.22Leverage Ratio-0.0092Theta0.0204Rho9.06Eff Leverage0.0048Vega