10.95Open7.02Pre Close5 Volume11 Open Interest80.00Strike Price5.50KTurnover72.85%IV1.97%PremiumNov 15, 2024Expiry Date9.24Intrinsic Value100Multiplier17DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type0.7851Delta0.0209Gamma7.93Leverage Ratio-0.1291Theta0.0271Rho6.23Eff Leverage0.0560Vega