5.65Open5.65Pre Close0 Volume5 Open Interest68.00Strike Price0.00Turnover79.34%IV0.78%PremiumDec 27, 2024Expiry Date5.16Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.8896Delta0.0482Gamma11.75Leverage Ratio-0.1385Theta-0.0032Rho-10.45Eff Leverage0.0094Vega