4.86Open5.30Pre Close6 Volume17 Open Interest45.00Strike Price2.92KTurnover44.70%IV1.86%PremiumJan 17, 2025Expiry Date3.95Intrinsic Value100Multiplier25DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7900Delta0.0506Gamma10.20Leverage Ratio-0.0374Theta0.0230Rho8.06Eff Leverage0.0367Vega