0.05Open0.05Pre Close779 Volume5.95K Open Interest42.00Strike Price3.90KTurnover27.30%IV5.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0821Delta0.1120Gamma800.40Leverage Ratio-0.0177Theta0.0005Rho65.75Eff Leverage0.0075Vega