5.06Open5.06Pre Close0 Volume185 Open Interest22.50Strike Price0.00Turnover109.35%IV6.89%PremiumJan 17, 2025Expiry Date3.77Intrinsic Value100Multiplier22DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type-0.7038Delta0.0687Gamma4.12Leverage Ratio-0.0376Theta-0.0092Rho-2.90Eff Leverage0.0160Vega