5.50Open6.00Pre Close10 Volume373 Open Interest75.00Strike Price5.50KTurnover79.80%IV3.84%PremiumJan 17, 2025Expiry Date2.52Intrinsic Value100Multiplier10DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.6275Delta0.0370Gamma14.22Leverage Ratio-0.2038Theta0.0118Rho8.93Eff Leverage0.0485Vega