5.60Open7.45Pre Close10 Volume62 Open Interest72.50Strike Price5.57KTurnover19.15%IV2.77%PremiumDec 20, 2024Expiry Date3.30Intrinsic Value100Multiplier23DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.8437Delta0.0660Gamma19.95Leverage Ratio-0.0263Theta0.0376Rho16.83Eff Leverage0.0454Vega