7.70Open8.10Pre Close3 Volume7.76K Open Interest35.00Strike Price2.31KTurnover53.71%IV0.14%PremiumJan 17, 2025Expiry Date7.64Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9484Delta0.0194Gamma5.43Leverage Ratio-0.0176Theta0.0184Rho5.15Eff Leverage0.0107Vega