0.21Open0.30Pre Close119 Volume74 Open Interest19.00Strike Price2.74KTurnover38.92%IV8.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2746Delta0.1952Gamma64.71Leverage Ratio-0.0135Theta0.0028Rho17.77Eff Leverage0.0146Vega