0.64Open2.05Pre Close55 Volume703 Open Interest12.50Strike Price3.57KTurnover33.82%IV1.59%PremiumJan 17, 2025Expiry Date0.56Intrinsic Value100Multiplier12DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7558Delta0.4328Gamma18.37Leverage Ratio-0.0086Theta-0.0026Rho-13.88Eff Leverage0.0069Vega