0.60Open0.20Pre Close93 Volume2.25K Open Interest10.00Strike Price5.61KTurnover46.96%IV0.56%PremiumJan 17, 2025Expiry Date0.64Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8507Delta0.3509Gamma15.20Leverage Ratio-0.0130Theta0.0015Rho12.93Eff Leverage0.0033Vega