0.75Open0.65Pre Close64 Volume1.18K Open Interest11.00Strike Price4.24KTurnover39.34%IV2.47%PremiumJan 17, 2025Expiry Date0.32Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6635Delta0.4043Gamma20.58Leverage Ratio-0.0120Theta0.0029Rho13.65Eff Leverage0.0084Vega