5.65Open5.24Pre Close10 Volume285 Open Interest66.00Strike Price5.65KTurnover30.01%IV0.39%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier14DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9155Delta0.0365Gamma12.63Leverage Ratio-0.0298Theta0.0234Rho11.56Eff Leverage0.0219Vega