5.60Open3.20Pre Close7 Volume14 Open Interest38.00Strike Price3.87KTurnover6301.44%IV-0.16%PremiumJan 17, 2025Expiry Date5.40Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9532Delta0.0279Gamma7.96Leverage Ratio-272.5140Theta0.0000Rho7.59Eff Leverage0.0001Vega