6.48Open6.02Pre Close4 Volume3.53K Open Interest30.00Strike Price2.59KTurnover52.82%IV1.02%PremiumJan 17, 2025Expiry Date6.11Intrinsic Value100Multiplier21DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.9362Delta0.0272Gamma5.69Leverage Ratio-0.0166Theta0.0160Rho5.32Eff Leverage0.0109Vega