0.60Open1.05Pre Close62 Volume2.15K Open Interest25.00Strike Price3.47KTurnover85.72%IV3.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4549Delta0.2282Gamma40.21Leverage Ratio-0.1633Theta-0.0007Rho-18.29Eff Leverage0.0080Vega