0.25Open0.25Pre Close166 Volume10.28K Open Interest57.50Strike Price3.49KTurnover19.45%IV6.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1365Delta0.0847Gamma310.74Leverage Ratio-0.0138Theta0.0043Rho42.43Eff Leverage0.0290Vega