6.65Open4.97Pre Close5 Volume806 Open Interest19.00Strike Price3.29KTurnover166.20%IV0.27%PremiumJan 17, 2025Expiry Date7.08Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9952Delta0.0042Gamma3.62Leverage Ratio-0.0073Theta0.0011Rho3.60Eff Leverage0.0003Vega