5.70Open5.30Pre Close6 Volume19 Open Interest25.00Strike Price3.42KTurnover84.12%IV0.43%PremiumJan 17, 2025Expiry Date5.57Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9263Delta0.0311Gamma5.36Leverage Ratio-0.0303Theta0.0069Rho4.97Eff Leverage0.0075Vega