4.93Open5.95Pre Close8 Volume71 Open Interest92.00Strike Price3.77KTurnover1472.85%IV0.10%PremiumJan 3, 2025Expiry Date4.40Intrinsic Value100Multiplier-2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8804Delta0.0563Gamma19.23Leverage Ratio-126.8821Theta0.0000Rho-16.93Eff Leverage0.0005Vega