0.85Open1.40Pre Close24 Volume2.87K Open Interest55.00Strike Price3.64KTurnover27.65%IV0.22%PremiumJan 17, 2025Expiry Date1.61Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8332Delta0.1600Gamma38.83Leverage Ratio-0.0418Theta-0.0043Rho-32.35Eff Leverage0.0145Vega