0.70Open0.72Pre Close65 Volume17.23K Open Interest12.00Strike Price4.50KTurnover31.35%IV2.01%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6936Delta0.3437Gamma17.79Leverage Ratio-0.0082Theta0.0055Rho12.34Eff Leverage0.0114Vega