0.80Open1.05Pre Close72 Volume1.51K Open Interest24.00Strike Price5.96KTurnover74.03%IV2.70%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier11DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.5812Delta0.1219Gamma16.27Leverage Ratio-0.0573Theta0.0040Rho9.46Eff Leverage0.0169Vega