0.42Open0.45Pre Close37 Volume6.44K Open Interest17.50Strike Price1.38KTurnover47.04%IV8.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.3206Delta0.1872Gamma43.79Leverage Ratio-0.0160Theta0.0030Rho14.04Eff Leverage0.0145Vega