3.83Open3.20Pre Close9 Volume109 Open Interest12.50Strike Price3.35KTurnover71.05%IV2.08%PremiumJan 17, 2025Expiry Date3.37Intrinsic Value100Multiplier10DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.9802Delta0.0252Gamma4.67Leverage Ratio-0.0055Theta0.0035Rho4.57Eff Leverage0.0013Vega