5.70Open5.70Pre Close0 Volume39 Open Interest45.00Strike Price0.00Turnover22.58%IV4.86%PremiumJan 17, 2025Expiry Date3.35Intrinsic Value100Multiplier22DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.9148Delta0.0582Gamma13.52Leverage Ratio-0.0143Theta0.0245Rho12.37Eff Leverage0.0185Vega