0.30Open0.23Pre Close169 Volume1.14K Open Interest5.50Strike Price3.48KTurnover54.26%IV4.36%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5328Delta0.7330Gamma24.49Leverage Ratio-0.0095Theta0.0009Rho13.05Eff Leverage0.0040Vega