0.04Open0.06Pre Close1.33K Volume5.75K Open Interest18.00Strike Price2.94KTurnover69.89%IV8.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0363Delta0.0781Gamma1314.67Leverage Ratio-0.0136Theta0.0000Rho-47.71Eff Leverage0.0012Vega