5.30Open5.70Pre Close7 Volume1.51K Open Interest60.00Strike Price3.71KTurnover36.79%IV1.24%PremiumJan 17, 2025Expiry Date4.50Intrinsic Value100Multiplier25DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.7925Delta0.0461Gamma11.94Leverage Ratio-0.0411Theta0.0313Rho9.47Eff Leverage0.0483Vega