11.40Open8.45Pre Close3 Volume41 Open Interest45.00Strike Price3.50KTurnover252.40%IV0.53%PremiumJan 17, 2025Expiry Date11.51Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9139Delta0.0156Gamma4.73Leverage Ratio-0.3677Theta0.0020Rho4.32Eff Leverage0.0063Vega