0.39Open0.40Pre Close34 Volume54 Open Interest6.00Strike Price1.37KTurnover69.34%IV1.57%PremiumJan 17, 2025Expiry Date0.35Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7454Delta0.5392Gamma14.11Leverage Ratio-0.0152Theta0.0008Rho10.52Eff Leverage0.0028Vega