5.58Open5.30Pre Close10 Volume173 Open Interest42.00Strike Price5.63KTurnover30.14%IV0.53%PremiumDec 20, 2024Expiry Date5.39Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9514Delta0.0281Gamma8.54Leverage Ratio-0.0124Theta0.0250Rho8.12Eff Leverage0.0120Vega