8.40Open6.60Pre Close4 Volume10 Open Interest220.00Strike Price3.07KTurnover44.33%IV1.57%PremiumJan 17, 2025Expiry Date2.28Intrinsic Value100Multiplier6DDays to Expiry3.42Extrinsic Value100Contract SizeAmericanOptions Type-0.5574Delta0.0320Gamma35.69Leverage Ratio-0.4116Theta-0.0190Rho-19.89Eff Leverage0.1101Vega