5.55Open5.55Pre Close0 Volume55 Open Interest120.00Strike Price0.00Turnover35.31%IV2.18%PremiumDec 20, 2024Expiry Date2.87Intrinsic Value100Multiplier6DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type0.7149Delta0.0620Gamma31.11Leverage Ratio-0.1751Theta0.0134Rho22.24Eff Leverage0.0527Vega