0.55Open1.15Pre Close18 Volume20.56K Open Interest35.00Strike Price3.24KTurnover73.05%IV3.53%PremiumJan 17, 2025Expiry Date1.88Intrinsic Value100Multiplier12DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6293Delta0.0844Gamma11.42Leverage Ratio-0.0660Theta-0.0073Rho-7.19Eff Leverage0.0232Vega