0.28Open0.34Pre Close112 Volume1.19K Open Interest86.00Strike Price3.77KTurnover31.33%IV2.05%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1658Delta0.1199Gamma324.35Leverage Ratio-0.1212Theta-0.0008Rho-53.79Eff Leverage0.0165Vega