3.85Open4.10Pre Close4 Volume480 Open Interest230.00Strike Price1.53KTurnover20.14%IV1.36%PremiumJan 17, 2025Expiry Date0.68Intrinsic Value100Multiplier17DDays to Expiry3.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5038Delta0.0407Gamma55.93Leverage Ratio-0.1068Theta-0.0465Rho-28.18Eff Leverage0.1962Vega