3.50Open2.65Pre Close11 Volume155 Open Interest55.00Strike Price3.79KTurnover76.31%IV3.14%PremiumJan 17, 2025Expiry Date1.51Intrinsic Value100Multiplier10DDays to Expiry1.68Extrinsic Value100Contract SizeAmericanOptions Type-0.5556Delta0.0567Gamma14.86Leverage Ratio-0.1286Theta-0.0088Rho-8.25Eff Leverage0.0361Vega