7.80Open11.90Pre Close3 Volume362 Open Interest155.00Strike Price2.35KTurnover38.33%IV4.24%PremiumJan 17, 2025Expiry Date1.27Intrinsic Value100Multiplier25DDays to Expiry6.63Extrinsic Value100Contract SizeAmericanOptions Type0.5640Delta0.0252Gamma22.01Leverage Ratio-0.1348Theta0.0552Rho12.41Eff Leverage0.1605Vega