34.70Open37.65Pre Close1 Volume1.41K Open Interest50.00Strike Price3.47KTurnover171.09%IV1.63%PremiumJan 17, 2025Expiry Date33.34Intrinsic Value100Multiplier15DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.9483Delta0.0037Gamma2.44Leverage Ratio-0.1045Theta0.0186Rho2.32Eff Leverage0.0179Vega