10.95Open7.02Pre Close5 Volume11 Open Interest80.00Strike Price5.50KTurnover73.24%IV1.97%PremiumNov 15, 2024Expiry Date9.24Intrinsic Value100Multiplier16DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type0.7850Delta0.0209Gamma7.93Leverage Ratio-0.1304Theta0.0269Rho6.23Eff Leverage0.0557Vega