5.70Open5.70Pre Close0 Volume1 Open Interest115.00Strike Price0.00Turnover32.66%IV1.26%PremiumJan 17, 2025Expiry Date4.31Intrinsic Value100Multiplier24DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6533Delta0.0409Gamma18.15Leverage Ratio-0.0644Theta-0.0412Rho-11.85Eff Leverage0.1039Vega