0.52Open0.55Pre Close70 Volume2.90K Open Interest13.00Strike Price3.55KTurnover37.29%IV3.69%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier24DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5374Delta0.3187Gamma24.80Leverage Ratio-0.0112Theta0.0043Rho13.33Eff Leverage0.0133Vega