5.65Open5.24Pre Close10 Volume275 Open Interest66.00Strike Price5.65KTurnover19.57%IV0.27%PremiumDec 20, 2024Expiry Date5.46Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9802Delta0.0169Gamma12.76Leverage Ratio-0.0120Theta0.0268Rho12.51Eff Leverage0.0070Vega