0.56Open1.07Pre Close114 Volume153 Open Interest16.50Strike Price5.67KTurnover106.47%IV1.07%PremiumJan 10, 2025Expiry Date0.28Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6734Delta0.5470Gamma39.48Leverage Ratio-0.2455Theta0.0001Rho26.59Eff Leverage0.0022Vega