3.80Open5.20Pre Close15 Volume166 Open Interest30.00Strike Price5.57KTurnover58.84%IV2.03%PremiumJan 17, 2025Expiry Date3.00Intrinsic Value100Multiplier21DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.7762Delta0.0642Gamma8.92Leverage Ratio-0.0360Theta0.0126Rho6.92Eff Leverage0.0237Vega