2.52Open2.80Pre Close14 Volume1.74K Open Interest110.00Strike Price3.26KTurnover17.76%IV1.04%PremiumJan 17, 2025Expiry Date1.03Intrinsic Value100Multiplier23DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5578Delta0.0838Gamma46.37Leverage Ratio-0.0360Theta-0.0315Rho-25.86Eff Leverage0.1071Vega