9.30Open9.06Pre Close4 Volume543 Open Interest92.50Strike Price3.72KTurnover32.66%IV0.54%PremiumJan 17, 2025Expiry Date8.75Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.8864Delta0.0239Gamma10.71Leverage Ratio-0.0452Theta0.0477Rho9.50Eff Leverage0.0475Vega