4.40Open5.65Pre Close3 Volume195 Open Interest130.00Strike Price1.32KTurnover29.82%IV1.40%PremiumJan 17, 2025Expiry Date2.55Intrinsic Value100Multiplier11DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type0.6666Delta0.0537Gamma31.19Leverage Ratio-0.1273Theta0.0247Rho20.79Eff Leverage0.0826Vega