3.90Open3.90Pre Close0 Volume24 Open Interest67.50Strike Price0.00Turnover486.81%IV40.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type-0.1201Delta0.0038Gamma27.31Leverage Ratio-1.4164Theta-0.0016Rho-3.28Eff Leverage0.0215Vega