1.25Open0.78Pre Close31 Volume333 Open Interest19.00Strike Price2.71KTurnover75.03%IV2.51%PremiumJan 17, 2025Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.5980Delta0.2450Gamma24.14Leverage Ratio-0.0762Theta0.0013Rho14.44Eff Leverage0.0081Vega