0.10Open0.07Pre Close576 Volume14.10K Open Interest1.00Strike Price5.36KTurnover93.96%IV-0.28%PremiumJan 17, 2025Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8792Delta2.5691Gamma12.04Leverage Ratio-0.0035Theta0.0001Rho10.59Eff Leverage0.0002Vega