0.26Open0.41Pre Close110 Volume767 Open Interest24.00Strike Price2.98KTurnover20.66%IV2.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4264Delta0.3410Gamma67.71Leverage Ratio-0.0125Theta0.0054Rho28.88Eff Leverage0.0218Vega