3.20Open3.50Pre Close13 Volume783 Open Interest45.00Strike Price3.96KTurnover18.60%IV0.25%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9090Delta0.0756Gamma16.72Leverage Ratio-0.0129Theta0.0241Rho15.19Eff Leverage0.0190Vega