0.50Open0.35Pre Close59 Volume565 Open Interest97.50Strike Price3.94KTurnover34.75%IV5.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.1999Delta0.0529Gamma161.15Leverage Ratio-0.0775Theta0.0049Rho32.21Eff Leverage0.0426Vega