0.55Open1.15Pre Close18 Volume20.56K Open Interest35.00Strike Price3.24KTurnover73.76%IV3.53%PremiumJan 17, 2025Expiry Date1.88Intrinsic Value100Multiplier12DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6295Delta0.0844Gamma11.42Leverage Ratio-0.0674Theta-0.0071Rho-7.19Eff Leverage0.0230Vega