0.80Open1.05Pre Close72 Volume1.51K Open Interest24.00Strike Price5.96KTurnover73.82%IV2.70%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier11DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.5813Delta0.1219Gamma16.27Leverage Ratio-0.0569Theta0.0040Rho9.46Eff Leverage0.0170Vega