7.00Open4.50Pre Close8 Volume10 Open Interest170.00Strike Price5.92KTurnover51.62%IV1.49%PremiumJan 17, 2025Expiry Date7.51Intrinsic Value100Multiplier12DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type0.6972Delta0.0206Gamma15.85Leverage Ratio-0.2545Theta0.0385Rho11.05Eff Leverage0.1146Vega