5.55Open5.55Pre Close0 Volume5 Open Interest138.00Strike Price0.00Turnover41.26%IV1.27%PremiumDec 27, 2024Expiry Date3.84Intrinsic Value100Multiplier2DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8339Delta0.0656Gamma32.33Leverage Ratio-0.2464Theta-0.0047Rho-26.96Eff Leverage0.0231Vega