12.13Open12.75Pre Close3 Volume172 Open Interest190.00Strike Price3.64KTurnover33.07%IV1.26%PremiumJan 17, 2025Expiry Date9.86Intrinsic Value100Multiplier8DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type-0.8597Delta0.0269Gamma17.40Leverage Ratio-0.1084Theta-0.0257Rho-14.96Eff Leverage0.0583Vega