0.45Open0.48Pre Close68 Volume1.45K Open Interest36.00Strike Price3.76KTurnover15.83%IV1.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4102Delta0.2643Gamma80.49Leverage Ratio-0.0103Theta-0.0086Rho-33.02Eff Leverage0.0366Vega