3.75Open3.68Pre Close14 Volume2.64K Open Interest7.50Strike Price5.86KTurnover124.62%IV0.25%PremiumJan 17, 2025Expiry Date4.37Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9825Delta0.0158Gamma2.70Leverage Ratio-0.0053Theta0.0025Rho2.65Eff Leverage0.0010Vega