3.47Open3.20Pre Close10 Volume349 Open Interest4.00Strike Price3.47KTurnover258.79%IV0.67%PremiumJan 17, 2025Expiry Date3.42Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9753Delta0.0226Gamma2.15Leverage Ratio-0.0108Theta0.0007Rho2.10Eff Leverage0.0006Vega