0.36Open0.40Pre Close84 Volume7.71K Open Interest15.00Strike Price2.77KTurnover19.78%IV1.99%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5638Delta0.5125Gamma41.83Leverage Ratio-0.0073Theta0.0054Rho23.58Eff Leverage0.0153Vega