0.30Open0.37Pre Close86 Volume918 Open Interest5.00Strike Price4.02KTurnover89.33%IV5.77%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6224Delta0.3842Gamma10.40Leverage Ratio-0.0119Theta0.0012Rho6.47Eff Leverage0.0042Vega