0.45Open0.75Pre Close56 Volume1.13K Open Interest8.50Strike Price3.40KTurnover124.05%IV0.76%PremiumJan 17, 2025Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7566Delta0.3823Gamma10.48Leverage Ratio-0.0509Theta-0.0004Rho-7.93Eff Leverage0.0021Vega