5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover26.74%IV0.31%PremiumDec 20, 2024Expiry Date5.43Intrinsic Value100Multiplier15DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9338Delta0.0330Gamma12.11Leverage Ratio-0.0235Theta0.0254Rho11.30Eff Leverage0.0187Vega