4.50Open3.74Pre Close6 Volume244 Open Interest11.00Strike Price2.65KTurnover133.06%IV3.15%PremiumJan 17, 2025Expiry Date4.22Intrinsic Value100Multiplier11DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.9370Delta0.0352Gamma3.54Leverage Ratio-0.0205Theta0.0030Rho3.32Eff Leverage0.0033Vega