2.36Open3.37Pre Close15 Volume122 Open Interest26.00Strike Price3.55KTurnover69.83%IV-0.69%PremiumJan 10, 2025Expiry Date2.30Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9288Delta0.0908Gamma12.14Leverage Ratio-0.0419Theta0.0014Rho11.28Eff Leverage0.0029Vega