2.90Open5.55Pre Close13 Volume108 Open Interest129.00Strike Price3.37KTurnover61.63%IV2.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type-0.4451Delta0.0630Gamma55.49Leverage Ratio-0.6241Theta-0.0035Rho-24.70Eff Leverage0.0402Vega