5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover30.14%IV0.21%PremiumDec 20, 2024Expiry Date5.50Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9123Delta0.0364Gamma12.65Leverage Ratio-0.0299Theta0.0246Rho11.54Eff Leverage0.0231Vega