4.63Open4.40Pre Close3 Volume1.02K Open Interest18.00Strike Price1.39KTurnover86.16%IV1.07%PremiumJan 17, 2025Expiry Date4.48Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8767Delta0.0708Gamma2.94Leverage Ratio-0.0109Theta-0.0077Rho-2.58Eff Leverage0.0072Vega