0.80Open0.85Pre Close45 Volume237 Open Interest30.00Strike Price3.79KTurnover68.80%IV7.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4262Delta0.0794Gamma20.39Leverage Ratio-0.0437Theta0.0068Rho8.69Eff Leverage0.0281Vega