0.60Open0.45Pre Close49 Volume1.17K Open Interest33.00Strike Price2.66KTurnover35.51%IV4.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2100Delta0.1914Gamma181.14Leverage Ratio-0.0343Theta0.0012Rho38.04Eff Leverage0.0122Vega