3.77Open3.77Pre Close0 Volume280 Open Interest18.00Strike Price0.00Turnover97.51%IV2.67%PremiumJan 17, 2025Expiry Date3.38Intrinsic Value100Multiplier8DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.9120Delta0.0771Gamma4.24Leverage Ratio-0.0186Theta-0.0028Rho-3.86Eff Leverage0.0035Vega