0.20Open0.11Pre Close199 Volume543 Open Interest3.50Strike Price4.45KTurnover77.80%IV2.50%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6317Delta1.0366Gamma18.00Leverage Ratio-0.0118Theta0.0003Rho11.37Eff Leverage0.0018Vega