0.52Open0.56Pre Close101 Volume650 Open Interest6.00Strike Price5.25KTurnover73.48%IV2.19%PremiumJan 17, 2025Expiry Date0.38Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6709Delta0.3106Gamma9.45Leverage Ratio-0.0099Theta0.0022Rho6.34Eff Leverage0.0057Vega