36.00Open24.60Pre Close851 Volume4.80K Open Interest375.00Strike Price3.91MTurnover107.59%IV0.06%PremiumJan 17, 2025Expiry Date53.22Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0016Gamma8.01Leverage Ratio-0.2359Theta0.0133Rho7.86Eff Leverage0.0118Vega