0.36Open0.52Pre Close111 Volume968 Open Interest15.00Strike Price3.83KTurnover21.02%IV1.97%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4619Delta0.4874Gamma46.11Leverage Ratio-0.0059Theta-0.0042Rho-21.30Eff Leverage0.0156Vega