5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover21.36%IV0.27%PremiumDec 20, 2024Expiry Date5.46Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9716Delta0.0209Gamma12.76Leverage Ratio-0.0140Theta0.0264Rho12.40Eff Leverage0.0095Vega