5.75Open5.75Pre Close0 Volume0 Open Interest28.50Strike Price0.00Turnover120.55%IV6.91%PremiumDec 27, 2024Expiry Date4.06Intrinsic Value100Multiplier1DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.9740Delta0.0332Gamma6.00Leverage Ratio-0.0150Theta-0.0008Rho-5.84Eff Leverage0.0010Vega