5.70Open5.70Pre Close0 Volume380 Open Interest95.00Strike Price0.00Turnover266.18%IV36.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry5.70Extrinsic Value100Contract SizeAmericanOptions Type-0.1396Delta0.0035Gamma24.61Leverage Ratio-0.6618Theta-0.0071Rho-3.44Eff Leverage0.0537Vega