4.30Open3.80Pre Close6 Volume2.44K Open Interest55.00Strike Price2.61KTurnover25.30%IV0.61%PremiumJan 17, 2025Expiry Date4.04Intrinsic Value100Multiplier22DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.8878Delta0.0519Gamma13.42Leverage Ratio-0.0216Theta0.0291Rho11.91Eff Leverage0.0277Vega