8.30Open5.50Pre Close7 Volume65 Open Interest35.00Strike Price5.97KTurnover102.82%IV0.09%PremiumJan 17, 2025Expiry Date8.66Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8976Delta0.0216Gamma4.77Leverage Ratio-0.0627Theta0.0102Rho4.28Eff Leverage0.0144Vega