5.70Open5.70Pre Close0 Volume39 Open Interest45.00Strike Price0.00Turnover82.82%IV4.86%PremiumJan 17, 2025Expiry Date3.35Intrinsic Value100Multiplier21DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.6814Delta0.0369Gamma8.48Leverage Ratio-0.0852Theta0.0159Rho5.78Eff Leverage0.0417Vega