28.60Open30.10Pre Close2.07K Volume12.18K Open Interest6000.00Strike Price5.61MTurnover11.99%IV12.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier160DDays to Expiry26.50Extrinsic Value100Contract SizeEuropeanOptions Type0.1284Delta0.0005Gamma202.81Leverage Ratio-0.3694Theta2.9042Rho26.04Eff Leverage7.4360Vega