3.55Open3.55Pre Close10 Volume0 Open Interest24.00Strike Price3.55KTurnover454.88%IV0.11%PremiumJan 10, 2025Expiry Date3.52Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8968Delta0.0618Gamma7.44Leverage Ratio-1.2903Theta0.0001Rho6.67Eff Leverage0.0011Vega