40.85Open29.00Pre Close551 Volume9.88K Open Interest5925.00Strike Price2.94MTurnover13.78%IV1.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry47.70Extrinsic Value100Contract SizeEuropeanOptions Type-0.3687Delta0.0020Gamma125.04Leverage Ratio-1.6212Theta-1.1382Rho-46.11Eff Leverage5.0656Vega