5.60Open4.20Pre Close2 Volume297 Open Interest105.00Strike Price1.17KTurnover39.01%IV2.83%PremiumJan 17, 2025Expiry Date3.23Intrinsic Value100Multiplier20DDays to Expiry2.88Extrinsic Value100Contract SizeAmericanOptions Type-0.6093Delta0.0418Gamma18.67Leverage Ratio-0.0833Theta-0.0312Rho-11.38Eff Leverage0.0912Vega