0.55Open0.40Pre Close97 Volume345 Open Interest5.00Strike Price5.15KTurnover139.84%IV16.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.5362Delta0.2408Gamma8.09Leverage Ratio-0.0156Theta0.0012Rho4.34Eff Leverage0.0047Vega