0.60Open0.53Pre Close86 Volume458 Open Interest5.00Strike Price5.51KTurnover38.99%IV4.24%PremiumJan 17, 2025Expiry Date0.52Intrinsic Value100Multiplier12DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.9373Delta0.4701Gamma8.53Leverage Ratio-0.0012Theta-0.0008Rho-8.00Eff Leverage0.0010Vega