0.50Open0.35Pre Close66 Volume1.98K Open Interest62.00Strike Price3.87KTurnover106.53%IV8.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1595Delta0.0524Gamma136.71Leverage Ratio-0.2532Theta0.0005Rho21.81Eff Leverage0.0106Vega