5.55Open5.55Pre Close0 Volume3 Open Interest5355.00Strike Price0.00Turnover38.92%IV4.64%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry5.55Extrinsic Value100Contract SizeAmericanOptions Type0.0788Delta0.0009Gamma923.05Leverage Ratio-4.2447Theta0.0249Rho72.70Eff Leverage0.5957Vega