22.05Open14.00Pre Close1.34K Volume7.57K Open Interest390.00Strike Price3.50MTurnover71.97%IV0.47%PremiumJan 17, 2025Expiry Date25.79Intrinsic Value100Multiplier2DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.8644Delta0.0094Gamma15.15Leverage Ratio-1.1247Theta0.0201Rho13.09Eff Leverage0.0702Vega