5.50Open5.50Pre Close0 Volume2 Open Interest5.00Strike Price0.00Turnover324.16%IV18.24%PremiumJan 17, 2025Expiry Date3.88Intrinsic Value100Multiplier6DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type0.9403Delta0.0312Gamma2.22Leverage Ratio-0.0347Theta0.0008Rho2.09Eff Leverage0.0014Vega