0.23Open0.13Pre Close672 Volume1.90K Open Interest34.00Strike Price5.86KTurnover36.98%IV3.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1038Delta0.1963Gamma729.67Leverage Ratio-0.0345Theta0.0002Rho75.77Eff Leverage0.0045Vega