0.60Open0.68Pre Close60 Volume910 Open Interest8.00Strike Price3.96KTurnover40.39%IV0.93%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier14DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8241Delta0.3817Gamma13.18Leverage Ratio-0.0071Theta0.0025Rho10.87Eff Leverage0.0043Vega