0.87Open1.10Pre Close50 Volume12 Open Interest9.00Strike Price4.35KTurnover57.33%IV3.03%PremiumJan 17, 2025Expiry Date0.58Intrinsic Value100Multiplier25DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7080Delta0.2367Gamma10.08Leverage Ratio-0.0107Theta0.0041Rho7.14Eff Leverage0.0087Vega