0.06Open0.07Pre Close698 Volume12.01K Open Interest5.50Strike Price3.93KTurnover33.53%IV20.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier72DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1382Delta0.3229Gamma102.00Leverage Ratio-0.0011Theta0.0012Rho14.10Eff Leverage0.0045Vega