1.76Open3.87Pre Close21 Volume109 Open Interest87.00Strike Price3.53KTurnover77.58%IV1.19%PremiumJan 10, 2025Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.5562Delta0.1251Gamma59.85Leverage Ratio-0.8135Theta0.0010Rho33.29Eff Leverage0.0161Vega