3.50Open5.10Pre Close16 Volume60 Open Interest35.00Strike Price5.60KTurnover75.90%IV3.02%PremiumJan 17, 2025Expiry Date2.37Intrinsic Value100Multiplier25DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.6719Delta0.0489Gamma8.79Leverage Ratio-0.0569Theta0.0141Rho5.91Eff Leverage0.0352Vega