0.03Open0.02Pre Close648 Volume13.30K Open Interest35.00Strike Price1.35KTurnover42.90%IV6.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0352Delta0.0712Gamma2185.33Leverage Ratio-0.0133Theta0.0001Rho76.86Eff Leverage0.0020Vega