5.60Open5.60Pre Close0 Volume1 Open Interest19.00Strike Price0.00Turnover100.29%IV3.94%PremiumNov 15, 2024Expiry Date5.05Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.8566Delta0.0651Gamma2.66Leverage Ratio-0.0151Theta-0.0083Rho-2.28Eff Leverage0.0081Vega