4.50Open3.93Pre Close6 Volume208 Open Interest175.00Strike Price2.46KTurnover37.18%IV2.09%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier12DDays to Expiry3.68Extrinsic Value100Contract SizeAmericanOptions Type0.5495Delta0.0339Gamma33.81Leverage Ratio-0.2135Theta0.0292Rho18.58Eff Leverage0.1245Vega