7.70Open8.10Pre Close3 Volume7.76K Open Interest35.00Strike Price2.31KTurnover54.70%IV0.14%PremiumJan 17, 2025Expiry Date7.64Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9477Delta0.0196Gamma5.43Leverage Ratio-0.0182Theta0.0179Rho5.15Eff Leverage0.0107Vega