5.70Open5.00Pre Close1.98K Volume6.85K Open Interest425.00Strike Price1.11MTurnover22.13%IV1.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type0.5045Delta0.0293Gamma78.62Leverage Ratio-0.3907Theta0.0439Rho39.66Eff Leverage0.2454Vega