0.50Open0.34Pre Close70 Volume461 Open Interest3.00Strike Price3.70KTurnover83.94%IV4.79%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier23DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7350Delta0.4655Gamma7.03Leverage Ratio-0.0053Theta0.0012Rho5.17Eff Leverage0.0027Vega