3.61Open1.55Pre Close62 Volume107 Open Interest13.00Strike Price30.72KTurnover163.60%IV2.74%PremiumJan 17, 2025Expiry Date4.52Intrinsic Value100Multiplier20DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.8361Delta0.0369Gamma3.34Leverage Ratio-0.0429Theta0.0051Rho2.79Eff Leverage0.0101Vega