5.80Open5.80Pre Close0 Volume64 Open Interest15.00Strike Price0.00Turnover106.12%IV0.92%PremiumJan 17, 2025Expiry Date5.61Intrinsic Value100Multiplier15DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9446Delta0.0253Gamma3.58Leverage Ratio-0.0179Theta0.0056Rho3.39Eff Leverage0.0047Vega