3.89Open3.89Pre Close0 Volume20 Open Interest13.00Strike Price0.00Turnover131.18%IV0.55%PremiumJan 17, 2025Expiry Date3.84Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9741Delta0.0431Gamma2.38Leverage Ratio-0.0055Theta-0.0012Rho-2.32Eff Leverage0.0007Vega