5.80Open5.64Pre Close2 Volume149 Open Interest27.50Strike Price1.16KTurnover154.84%IV0.60%PremiumJan 17, 2025Expiry Date5.60Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9420Delta0.0293Gamma5.91Leverage Ratio-0.0863Theta0.0015Rho5.57Eff Leverage0.0030Vega