3.88Open4.60Pre Close9 Volume48 Open Interest70.00Strike Price3.92KTurnover35.18%IV1.76%PremiumJan 17, 2025Expiry Date3.36Intrinsic Value100Multiplier23DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type0.7268Delta0.0510Gamma15.61Leverage Ratio-0.0527Theta0.0310Rho11.34Eff Leverage0.0616Vega