3.50Open4.30Pre Close8 Volume137 Open Interest7.50Strike Price2.77KTurnover330.63%IV5.36%PremiumJan 17, 2025Expiry Date3.21Intrinsic Value100Multiplier11DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7434Delta0.1281Gamma1.23Leverage Ratio-0.0346Theta-0.0018Rho-0.91Eff Leverage0.0025Vega