0.55Open0.57Pre Close112 Volume5.62K Open Interest16.00Strike Price4.49KTurnover33.00%IV1.69%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5269Delta0.5593Gamma53.40Leverage Ratio-0.0232Theta0.0015Rho28.14Eff Leverage0.0086Vega