2.61Open2.61Pre Close0 Volume945 Open Interest13.00Strike Price0.00Turnover96.00%IV1.36%PremiumJan 17, 2025Expiry Date2.40Intrinsic Value100Multiplier6DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9258Delta0.0742Gamma6.22Leverage Ratio-0.0226Theta0.0019Rho5.76Eff Leverage0.0028Vega