5.80Open3.90Pre Close5 Volume24 Open Interest90.00Strike Price2.97KTurnover53.68%IV0.95%PremiumJan 17, 2025Expiry Date4.88Intrinsic Value100Multiplier6DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.7902Delta0.0438Gamma16.50Leverage Ratio-0.1665Theta0.0115Rho13.04Eff Leverage0.0353Vega