0.37Open0.30Pre Close59 Volume2.97K Open Interest1.50Strike Price2.11KTurnover215.85%IV0.56%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8634Delta0.6691Gamma5.54Leverage Ratio-0.0137Theta0.0001Rho4.78Eff Leverage0.0003Vega