5.73Open5.73Pre Close0 Volume2 Open Interest67.00Strike Price0.00Turnover45.65%IV8.02%PremiumJan 17, 2025Expiry Date0.33Intrinsic Value100Multiplier6DDays to Expiry5.40Extrinsic Value100Contract SizeAmericanOptions Type0.5489Delta0.0953Gamma36.39Leverage Ratio-0.1324Theta0.0064Rho19.98Eff Leverage0.0360Vega