5.50Open5.50Pre Close0 Volume11 Open Interest113.00Strike Price0.00Turnover25.77%IV3.29%PremiumJan 17, 2025Expiry Date1.72Intrinsic Value100Multiplier5DDays to Expiry3.78Extrinsic Value100Contract SizeAmericanOptions Type0.6941Delta0.0954Gamma45.43Leverage Ratio-0.1274Theta0.0119Rho31.53Eff Leverage0.0501Vega