0.79Open0.45Pre Close113 Volume409 Open Interest45.00Strike Price5.66KTurnover87.77%IV11.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1543Delta0.0611Gamma135.37Leverage Ratio-0.1052Theta0.0007Rho20.88Eff Leverage0.0105Vega