0.35Open0.40Pre Close111 Volume5.54K Open Interest13.00Strike Price3.90KTurnover42.08%IV7.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2972Delta0.2304Gamma45.47Leverage Ratio-0.0100Theta-0.0027Rho-13.51Eff Leverage0.0124Vega