0.69Open0.89Pre Close38 Volume7.48K Open Interest4.00Strike Price2.38KTurnover190.96%IV0.59%PremiumJan 17, 2025Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8404Delta0.4660Gamma5.22Leverage Ratio-0.0251Theta-0.0002Rho-4.38Eff Leverage0.0007Vega