5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover23.74%IV0.39%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9552Delta0.0277Gamma12.86Leverage Ratio-0.0180Theta0.0254Rho12.28Eff Leverage0.0136Vega