7.05Open4.20Pre Close37 Volume459 Open Interest352.50Strike Price29.38KTurnover46.92%IV0.72%PremiumJan 17, 2025Expiry Date6.65Intrinsic Value100Multiplier2DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type0.6963Delta0.0270Gamma40.24Leverage Ratio-1.1863Theta0.0143Rho28.02Eff Leverage0.0966Vega