0.95Open1.15Pre Close26 Volume1.06K Open Interest20.00Strike Price3.24KTurnover48.61%IV2.20%PremiumJan 17, 2025Expiry Date0.89Intrinsic Value100Multiplier12DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.7090Delta0.1845Gamma16.38Leverage Ratio-0.0281Theta0.0045Rho11.62Eff Leverage0.0131Vega