0.86Open2.01Pre Close39 Volume29 Open Interest21.00Strike Price3.57KTurnover77.65%IV2.41%PremiumJan 10, 2025Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8391Delta0.4277Gamma35.92Leverage Ratio-0.1661Theta0.0002Rho30.14Eff Leverage0.0018Vega