40.85Open29.00Pre Close551 Volume9.88K Open Interest5925.00Strike Price2.94MTurnover13.57%IV1.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry47.70Extrinsic Value100Contract SizeEuropeanOptions Type-0.3680Delta0.0020Gamma125.04Leverage Ratio-1.5591Theta-1.1774Rho-46.02Eff Leverage5.1536Vega