4.30Open3.80Pre Close6 Volume2.44K Open Interest55.00Strike Price2.61KTurnover25.61%IV0.58%PremiumJan 17, 2025Expiry Date4.06Intrinsic Value100Multiplier22DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8846Delta0.0523Gamma13.42Leverage Ratio-0.0220Theta0.0290Rho11.87Eff Leverage0.0282Vega