1.10Open0.88Pre Close34 Volume583 Open Interest36.00Strike Price3.55KTurnover18.14%IV0.57%PremiumJan 17, 2025Expiry Date0.99Intrinsic Value100Multiplier12DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8090Delta0.2207Gamma31.48Leverage Ratio-0.0171Theta0.0097Rho25.47Eff Leverage0.0185Vega