2.75Open1.54Pre Close21 Volume336 Open Interest52.00Strike Price5.55KTurnover36.34%IV0.59%PremiumDec 6, 2024Expiry Date2.39Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8750Delta0.0971Gamma20.11Leverage Ratio-0.0561Theta0.0052Rho17.59Eff Leverage0.0120Vega