5.55Open5.55Pre Close0 Volume5 Open Interest138.00Strike Price0.00Turnover37.58%IV1.27%PremiumDec 27, 2024Expiry Date3.84Intrinsic Value100Multiplier2DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8326Delta0.0658Gamma32.33Leverage Ratio-0.2079Theta-0.0057Rho-26.92Eff Leverage0.0256Vega