0.78Open4.46Pre Close47.69K Volume337 Open Interest224.00Strike Price3.06MTurnover26.57%IV0.17%PremiumJan 15, 2025Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5653Delta0.3921Gamma503.30Leverage Ratio-1.9335Theta-0.0003Rho-284.53Eff Leverage0.0149Vega