8.20Open7.80Pre Close3 Volume3.86K Open Interest47.50Strike Price2.46KTurnover93.61%IV1.14%PremiumJan 17, 2025Expiry Date7.57Intrinsic Value100Multiplier2DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.9810Delta0.0117Gamma7.20Leverage Ratio-0.0314Theta0.0028Rho7.06Eff Leverage0.0020Vega