0.45Open0.26Pre Close43 Volume1.11K Open Interest24.00Strike Price2.36KTurnover130.45%IV5.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3372Delta0.1632Gamma46.30Leverage Ratio-0.2239Theta0.0004Rho15.61Eff Leverage0.0063Vega