5.55Open5.55Pre Close0 Volume5 Open Interest138.00Strike Price0.00Turnover42.26%IV1.27%PremiumDec 27, 2024Expiry Date3.84Intrinsic Value100Multiplier1DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8342Delta0.0656Gamma32.33Leverage Ratio-0.2565Theta-0.0045Rho-26.97Eff Leverage0.0225Vega