15.86Open8.50Pre Close4 Volume91 Open Interest320.00Strike Price5.70KTurnover55.72%IV3.63%PremiumJan 17, 2025Expiry Date1.33Intrinsic Value100Multiplier4DDays to Expiry11.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5108Delta0.0199Gamma37.05Leverage Ratio-0.8935Theta-0.0202Rho-18.93Eff Leverage0.1433Vega