0.45Open0.66Pre Close87 Volume773 Open Interest5.50Strike Price3.80KTurnover102.69%IV4.58%PremiumJan 10, 2025Expiry Date0.18Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6068Delta0.8703Gamma19.93Leverage Ratio-0.0455Theta0.0002Rho12.09Eff Leverage0.0017Vega