0.90Open1.70Pre Close30 Volume505 Open Interest240.00Strike Price2.64KTurnover28.33%IV3.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.1919Delta0.0316Gamma257.78Leverage Ratio-0.1925Theta0.0076Rho49.46Eff Leverage0.0833Vega