5.70Open5.70Pre Close0 Volume9 Open Interest11.00Strike Price0.00Turnover150.64%IV0.91%PremiumDec 20, 2024Expiry Date5.55Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9560Delta0.0216Gamma2.93Leverage Ratio-0.0190Theta0.0030Rho2.80Eff Leverage0.0027Vega