12.80Open11.55Pre Close3 Volume45 Open Interest80.00Strike Price3.84KTurnover132.03%IV0.56%PremiumJan 17, 2025Expiry Date12.28Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9544Delta0.0119Gamma7.41Leverage Ratio-0.1601Theta0.0033Rho7.07Eff Leverage0.0058Vega