0.10Open0.10Pre Close270 Volume4.20K Open Interest65.00Strike Price2.70KTurnover54.89%IV28.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0123Gamma506.70Leverage Ratio-0.0128Theta0.0011Rho19.47Eff Leverage0.0103Vega