0.31Open0.64Pre Close101 Volume3 Open Interest41.50Strike Price3.85KTurnover21.95%IV0.36%PremiumJan 10, 2025Expiry Date0.30Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7211Delta0.5935Gamma98.35Leverage Ratio-0.0818Theta0.0011Rho70.92Eff Leverage0.0087Vega