13.23Open10.64Pre Close3 Volume2.08K Open Interest72.50Strike Price3.77KTurnover141.78%IV0.07%PremiumJan 17, 2025Expiry Date12.29Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9392Delta0.0135Gamma6.76Leverage Ratio-0.2156Theta0.0037Rho6.34Eff Leverage0.0076Vega