5.75Open5.75Pre Close0 Volume0 Open Interest39.00Strike Price0.00Turnover2004.07%IV8.28%PremiumDec 20, 2024Expiry Date2.75Intrinsic Value100Multiplier0DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9530Delta0.0626Gamma13.40Leverage Ratio-42.9844Theta0.0000Rho-12.77Eff Leverage0.0001Vega