5.62Open5.62Pre Close0 Volume8 Open Interest37.00Strike Price0.00Turnover79.61%IV3.42%PremiumNov 15, 2024Expiry Date4.51Intrinsic Value100Multiplier25DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6934Delta0.0521Gamma5.78Leverage Ratio-0.0446Theta-0.0163Rho-4.01Eff Leverage0.0300Vega