0.21Open0.30Pre Close116 Volume74 Open Interest19.00Strike Price2.66KTurnover39.82%IV7.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2878Delta0.1946Gamma59.73Leverage Ratio-0.0141Theta0.0029Rho17.19Eff Leverage0.0150Vega