2.40Open2.46Pre Close15 Volume2.52K Open Interest10.00Strike Price3.54KTurnover134.49%IV1.31%PremiumJan 17, 2025Expiry Date2.19Intrinsic Value100Multiplier6DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8872Delta0.0888Gamma5.24Leverage Ratio-0.0332Theta0.0015Rho4.65Eff Leverage0.0031Vega