0.22Open0.13Pre Close262 Volume2.01K Open Interest27.00Strike Price5.56KTurnover22.57%IV0.55%PremiumDec 27, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5586Delta0.8088Gamma117.65Leverage Ratio-0.0488Theta0.0010Rho65.73Eff Leverage0.0085Vega