2.33Open2.60Pre Close13 Volume3.34K Open Interest10.00Strike Price3.03KTurnover86.74%IV0.41%PremiumJan 17, 2025Expiry Date2.28Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9160Delta0.0789Gamma5.17Leverage Ratio-0.0131Theta0.0030Rho4.74Eff Leverage0.0035Vega