0.35Open0.40Pre Close109 Volume12.23K Open Interest7.50Strike Price4.95KTurnover78.19%IV9.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4950Delta0.2787Gamma14.64Leverage Ratio-0.0130Theta0.0020Rho7.25Eff Leverage0.0073Vega