0.25Open0.20Pre Close144 Volume1.21K Open Interest7.00Strike Price3.57KTurnover93.76%IV2.90%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5253Delta0.6613Gamma25.09Leverage Ratio-0.0414Theta-0.0003Rho-13.18Eff Leverage0.0026Vega