0.32Open0.32Pre Close77 Volume571 Open Interest7.50Strike Price2.67KTurnover98.43%IV19.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2000Delta0.1284Gamma32.44Leverage Ratio-0.0134Theta-0.0012Rho-6.49Eff Leverage0.0062Vega