1.76Open3.87Pre Close21 Volume109 Open Interest87.00Strike Price3.53KTurnover90.64%IV1.19%PremiumJan 10, 2025Expiry Date0.38Intrinsic Value100Multiplier0DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.5559Delta0.1250Gamma59.85Leverage Ratio-1.1075Theta0.0007Rho33.27Eff Leverage0.0138Vega