0.55Open0.50Pre Close50 Volume860 Open Interest15.00Strike Price2.97KTurnover44.33%IV4.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.4460Delta0.2567Gamma27.45Leverage Ratio-0.0151Theta-0.0035Rho-12.24Eff Leverage0.0138Vega