11.50Open9.80Pre Close5 Volume29 Open Interest260.00Strike Price5.75KTurnover31.13%IV0.62%PremiumJan 17, 2025Expiry Date9.95Intrinsic Value100Multiplier6DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.8196Delta0.0261Gamma23.15Leverage Ratio-0.1902Theta-0.0298Rho-18.97Eff Leverage0.0872Vega