28.60Open30.10Pre Close2.07K Volume12.18K Open Interest6000.00Strike Price5.61MTurnover11.97%IV12.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier161DDays to Expiry26.50Extrinsic Value100Contract SizeEuropeanOptions Type0.1284Delta0.0005Gamma202.81Leverage Ratio-0.3686Theta2.9129Rho26.05Eff Leverage7.4476Vega