2.45Open2.55Pre Close29 Volume330 Open Interest30.00Strike Price5.61KTurnover63.09%IV5.46%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier20DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type0.5411Delta0.0897Gamma16.47Leverage Ratio-0.0465Theta0.0079Rho8.91Eff Leverage0.0278Vega