3.48Open3.59Pre Close8 Volume23 Open Interest12.50Strike Price2.78KTurnover141.92%IV0.99%PremiumJan 17, 2025Expiry Date3.39Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9738Delta0.0462Gamma2.68Leverage Ratio-0.0069Theta-0.0009Rho-2.61Eff Leverage0.0006Vega