0.11Open0.10Pre Close124 Volume4.70K Open Interest15.00Strike Price2.46KTurnover200.20%IV21.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3026Delta0.1020Gamma21.81Leverage Ratio-0.0904Theta0.0006Rho6.60Eff Leverage0.0060Vega