0.55Open0.40Pre Close79 Volume1.05K Open Interest14.00Strike Price3.86KTurnover45.30%IV1.46%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6059Delta0.4638Gamma28.93Leverage Ratio-0.0245Theta-0.0014Rho-17.53Eff Leverage0.0071Vega