0.42Open0.45Pre Close101 Volume275 Open Interest91.00Strike Price5.56KTurnover9.79%IV0.19%PremiumDec 27, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.8400Delta0.5225Gamma182.90Leverage Ratio-0.0666Theta0.0021Rho153.64Eff Leverage0.0115Vega