0.40Open0.40Pre Close106 Volume701 Open Interest9.00Strike Price4.50KTurnover42.80%IV4.42%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5482Delta0.4020Gamma21.27Leverage Ratio-0.0089Theta0.0029Rho11.66Eff Leverage0.0091Vega