0.20Open0.35Pre Close164 Volume1.89K Open Interest5.00Strike Price5.72KTurnover93.82%IV5.87%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4942Delta0.4964Gamma14.11Leverage Ratio-0.0146Theta-0.0008Rho-6.98Eff Leverage0.0034Vega