0.03Open0.04Pre Close366 Volume2.10K Open Interest207.50Strike Price1.40KTurnover37.28%IV6.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0077Gamma5577.71Leverage Ratio-0.0327Theta0.0002Rho97.41Eff Leverage0.0065Vega