3.85Open3.85Pre Close0 Volume27 Open Interest360.00Strike Price0.00Turnover47.36%IV7.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry3.85Extrinsic Value100Contract SizeAmericanOptions Type0.2445Delta0.0114Gamma87.96Leverage Ratio-0.4133Theta0.0235Rho21.51Eff Leverage0.1834Vega