0.21Open0.27Pre Close752 Volume2.69K Open Interest167.50Strike Price4.55KTurnover64.74%IV5.33%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0364Delta0.0176Gamma2447.38Leverage Ratio-0.2414Theta0.0001Rho89.11Eff Leverage0.0056Vega