3.50Open0.75Pre Close13 Volume20 Open Interest70.00Strike Price4.55KTurnover31.00%IV1.35%PremiumDec 20, 2024Expiry Date2.52Intrinsic Value100Multiplier12DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.7509Delta0.0771Gamma22.31Leverage Ratio-0.0602Theta0.0172Rho16.76Eff Leverage0.0421Vega