5.60Open5.60Pre Close0 Volume2 Open Interest37.00Strike Price0.00Turnover310.30%IV9.04%PremiumJan 17, 2025Expiry Date2.07Intrinsic Value100Multiplier3DDays to Expiry3.53Extrinsic Value100Contract SizeAmericanOptions Type0.6305Delta0.0326Gamma21.12Leverage Ratio-0.7154Theta0.0017Rho13.31Eff Leverage0.0141Vega