0.56Open1.07Pre Close114 Volume153 Open Interest16.50Strike Price5.67KTurnover88.46%IV1.07%PremiumJan 10, 2025Expiry Date0.28Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6738Delta0.5473Gamma39.48Leverage Ratio-0.1700Theta0.0002Rho26.60Eff Leverage0.0027Vega