5.00Open3.25Pre Close11 Volume26 Open Interest26.00Strike Price5.50KTurnover74.89%IV3.40%PremiumDec 20, 2024Expiry Date3.98Intrinsic Value100Multiplier27DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.7932Delta0.0468Gamma6.18Leverage Ratio-0.0347Theta0.0140Rho4.90Eff Leverage0.0233Vega