0.26Open0.27Pre Close114 Volume1.09K Open Interest11.00Strike Price2.67KTurnover50.55%IV10.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2578Delta0.2704Gamma57.66Leverage Ratio-0.0100Theta0.0013Rho14.86Eff Leverage0.0076Vega