0.10Open0.11Pre Close355 Volume587 Open Interest22.00Strike Price3.07KTurnover28.94%IV9.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1387Delta0.1512Gamma202.30Leverage Ratio-0.0074Theta0.0017Rho28.07Eff Leverage0.0112Vega