5.75Open5.75Pre Close0 Volume0 Open Interest28.50Strike Price0.00Turnover8493.53%IV10.75%PremiumDec 27, 2024Expiry Date3.01Intrinsic Value100Multiplier0DDays to Expiry2.74Extrinsic Value100Contract SizeAmericanOptions Type-0.7436Delta0.0831Gamma7.18Leverage Ratio-540.3003Theta0.0000Rho-5.34Eff Leverage0.0001Vega