5.60Open5.60Pre Close0 Volume63 Open Interest1130.00Strike Price0.00Turnover25.73%IV9.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry5.60Extrinsic Value100Contract SizeAmericanOptions Type-0.0569Delta0.0014Gamma629.88Leverage Ratio-0.1921Theta-0.0389Rho-35.84Eff Leverage0.3513Vega