4.80Open3.47Pre Close5 Volume59 Open Interest22.00Strike Price2.37KTurnover63.93%IV0.75%PremiumJan 17, 2025Expiry Date4.59Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9223Delta0.0608Gamma3.74Leverage Ratio-0.0072Theta-0.0073Rho-3.45Eff Leverage0.0062Vega