0.70Open0.60Pre Close48 Volume253 Open Interest14.00Strike Price3.42KTurnover81.42%IV2.47%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5528Delta0.3413Gamma23.98Leverage Ratio-0.0622Theta-0.0008Rho-13.26Eff Leverage0.0056Vega