0.18Open0.56Pre Close97 Volume246 Open Interest85.00Strike Price3.47KTurnover73.42%IV1.45%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.3369Delta0.1965Gamma205.34Leverage Ratio-1.0531Theta0.0003Rho69.17Eff Leverage0.0092Vega