4.60Open5.30Pre Close5 Volume104 Open Interest105.00Strike Price2.30KTurnover31.43%IV2.02%PremiumJan 17, 2025Expiry Date2.53Intrinsic Value100Multiplier22DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5977Delta0.0490Gamma22.77Leverage Ratio-0.0626Theta-0.0338Rho-13.61Eff Leverage0.0984Vega