6.40Open5.80Pre Close5 Volume2.66K Open Interest165.00Strike Price4.64KTurnover61.21%IV0.17%PremiumJan 17, 2025Expiry Date9.70Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8805Delta0.0238Gamma17.60Leverage Ratio-0.3608Theta0.0088Rho15.50Eff Leverage0.0273Vega