40.85Open29.00Pre Close551 Volume9.88K Open Interest5925.00Strike Price2.94MTurnover13.39%IV1.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry47.70Extrinsic Value100Contract SizeEuropeanOptions Type-0.3674Delta0.0020Gamma125.04Leverage Ratio-1.5056Theta-1.2134Rho-45.94Eff Leverage5.2332Vega