22.05Open14.00Pre Close1.34K Volume7.57K Open Interest390.00Strike Price3.50MTurnover74.56%IV0.28%PremiumJan 17, 2025Expiry Date26.60Intrinsic Value100Multiplier2DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.8790Delta0.0083Gamma14.68Leverage Ratio-1.0595Theta0.0205Rho12.91Eff Leverage0.0652Vega