0.55Open0.38Pre Close25 Volume41 Open Interest17.00Strike Price1.36KTurnover28.49%IV2.22%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier24DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5778Delta0.3138Gamma28.58Leverage Ratio-0.0115Theta0.0061Rho16.51Eff Leverage0.0171Vega