55.00Open42.00Pre Close1 Volume632 Open Interest100.00Strike Price5.50KTurnover92.94%IV0.34%PremiumDec 20, 2024Expiry Date54.48Intrinsic Value100Multiplier19DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9847Delta0.0012Gamma2.81Leverage Ratio-0.0434Theta0.0510Rho2.77Eff Leverage0.0137Vega