2.75Open2.28Pre Close20 Volume251 Open Interest95.00Strike Price5.50KTurnover41.36%IV1.65%PremiumSep 20, 2024Expiry Date1.16Intrinsic Value100Multiplier3DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.6427Delta0.1079Gamma46.91Leverage Ratio-0.2645Theta0.0045Rho30.15Eff Leverage0.0312Vega