0.60Open1.05Pre Close62 Volume2.14K Open Interest25.00Strike Price3.47KTurnover83.55%IV3.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4548Delta0.2281Gamma40.21Leverage Ratio-0.1538Theta-0.0008Rho-18.29Eff Leverage0.0082Vega