0.35Open0.45Pre Close141 Volume390 Open Interest12.50Strike Price4.19KTurnover94.36%IV8.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3486Delta0.2491Gamma36.31Leverage Ratio-0.0441Theta0.0007Rho12.66Eff Leverage0.0058Vega