1.35Open1.13Pre Close38 Volume2.70K Open Interest29.00Strike Price5.70KTurnover47.98%IV1.92%PremiumJan 17, 2025Expiry Date0.93Intrinsic Value100Multiplier11DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.6694Delta0.1444Gamma19.95Leverage Ratio-0.0439Theta0.0056Rho13.36Eff Leverage0.0190Vega