0.70Open0.42Pre Close81 Volume41 Open Interest217.50Strike Price5.61KTurnover26.19%IV1.37%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2295Delta0.0816Gamma440.34Leverage Ratio-0.3886Theta-0.0020Rho-101.05Eff Leverage0.0431Vega