0.60Open0.80Pre Close32.05K Volume1.19K Open Interest5975.00Strike Price5.75MTurnover19.54%IV0.50%PremiumJan 15, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.42Extrinsic Value100Contract SizeEuropeanOptions Type0.0512Delta0.0060Gamma13989.76Leverage Ratio-11.1640Theta0.0007Rho716.49Eff Leverage0.0940Vega