5.55Open5.80Pre Close10 Volume13 Open Interest110.00Strike Price5.55KTurnover28.79%IV1.47%PremiumNov 15, 2024Expiry Date3.99Intrinsic Value100Multiplier25DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type-0.6641Delta0.0466Gamma19.45Leverage Ratio-0.0507Theta-0.0416Rho-12.92Eff Leverage0.1016Vega