2.65Open2.40Pre Close12 Volume678 Open Interest20.00Strike Price3.27KTurnover81.08%IV1.27%PremiumJan 17, 2025Expiry Date2.74Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9125Delta0.0906Gamma6.16Leverage Ratio-0.0208Theta-0.0023Rho-5.62Eff Leverage0.0035Vega