0.35Open0.40Pre Close102 Volume270 Open Interest55.00Strike Price3.57KTurnover34.29%IV9.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.1245Delta0.0405Gamma185.35Leverage Ratio-0.0228Theta-0.0042Rho-23.08Eff Leverage0.0303Vega