5.40Open5.40Pre Close0 Volume11 Open Interest25.00Strike Price0.00Turnover88.93%IV3.09%PremiumDec 20, 2024Expiry Date4.49Intrinsic Value100Multiplier25DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7975Delta0.0407Gamma5.41Leverage Ratio-0.0407Theta0.0126Rho4.32Eff Leverage0.0220Vega