0.36Open0.40Pre Close60 Volume3.86K Open Interest38.00Strike Price1.37KTurnover21.52%IV2.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2354Delta0.3352Gamma298.40Leverage Ratio-0.0312Theta0.0011Rho70.26Eff Leverage0.0131Vega