5.70Open5.70Pre Close0 Volume3 Open Interest120.00Strike Price0.00Turnover24.02%IV0.39%PremiumDec 20, 2024Expiry Date5.25Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.7355Delta0.0463Gamma18.66Leverage Ratio-0.0372Theta-0.0485Rho-13.72Eff Leverage0.1016Vega