0.35Open0.30Pre Close139 Volume10.38K Open Interest10.00Strike Price5.77KTurnover68.56%IV135.14%PremiumJan 16, 2026Expiry Date0.00Intrinsic Value100Multiplier453DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.2708Delta0.0977Gamma11.10Leverage Ratio-0.0013Theta0.0100Rho3.01Eff Leverage0.0164Vega