0.10Open0.10Pre Close379 Volume3.04K Open Interest3.00Strike Price2.69KTurnover195.79%IV71.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1967Delta0.3293Gamma24.00Leverage Ratio-0.0056Theta0.0002Rho4.72Eff Leverage0.0012Vega