0.79Open0.45Pre Close113 Volume402 Open Interest45.00Strike Price5.66KTurnover82.34%IV11.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1543Delta0.0611Gamma135.37Leverage Ratio-0.0930Theta0.0008Rho20.89Eff Leverage0.0112Vega