5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover23.92%IV0.39%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier14DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9547Delta0.0279Gamma12.86Leverage Ratio-0.0183Theta0.0251Rho12.28Eff Leverage0.0136Vega