5.75Open5.47Pre Close10 Volume15 Open Interest220.00Strike Price5.52KTurnover21.49%IV1.98%PremiumOct 18, 2024Expiry Date0.24Intrinsic Value100Multiplier22DDays to Expiry4.36Extrinsic Value100Contract SizeAmericanOptions Type0.5406Delta0.0343Gamma43.61Leverage Ratio-0.1217Theta0.0680Rho23.57Eff Leverage0.2134Vega