5.55Open5.60Pre Close5 Volume32 Open Interest22.50Strike Price2.78KTurnover303.10%IV14.16%PremiumJan 17, 2025Expiry Date2.07Intrinsic Value100Multiplier11DDays to Expiry3.48Extrinsic Value100Contract SizeAmericanOptions Type0.6671Delta0.0284Gamma4.13Leverage Ratio-0.2225Theta0.0031Rho2.75Eff Leverage0.0153Vega