0.26Open0.34Pre Close109 Volume848 Open Interest37.00Strike Price2.72KTurnover32.82%IV10.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1552Delta0.0827Gamma149.78Leverage Ratio-0.0144Theta0.0034Rho23.24Eff Leverage0.0209Vega