0.36Open0.31Pre Close102 Volume5.79K Open Interest13.00Strike Price2.97KTurnover43.44%IV2.08%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.4950Delta0.5418Gamma43.27Leverage Ratio-0.0239Theta-0.0011Rho-21.41Eff Leverage0.0068Vega