3.55Open3.55Pre Close10 Volume0 Open Interest24.00Strike Price3.55KTurnover294.98%IV0.92%PremiumJan 10, 2025Expiry Date3.30Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9730Delta0.0337Gamma7.69Leverage Ratio-0.2820Theta0.0001Rho7.48Eff Leverage0.0004Vega