4.80Open3.47Pre Close5 Volume59 Open Interest22.00Strike Price2.37KTurnover63.34%IV0.75%PremiumJan 17, 2025Expiry Date4.59Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9221Delta0.0610Gamma3.74Leverage Ratio-0.0070Theta-0.0074Rho-3.45Eff Leverage0.0063Vega