5.70Open5.70Pre Close0 Volume23 Open Interest5.50Strike Price0.00Turnover223.06%IV31.15%PremiumJan 17, 2025Expiry Date3.04Intrinsic Value100Multiplier21DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type0.8619Delta0.0478Gamma2.46Leverage Ratio-0.0243Theta0.0023Rho2.12Eff Leverage0.0046Vega