0.85Open1.02Pre Close72 Volume2.66K Open Interest5.00Strike Price6.46KTurnover68.08%IV0.77%PremiumJan 17, 2025Expiry Date0.88Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8417Delta0.2310Gamma6.03Leverage Ratio-0.0055Theta0.0027Rho5.07Eff Leverage0.0037Vega