2.02Open2.15Pre Close13 Volume672 Open Interest5.00Strike Price2.71KTurnover66.66%IV0.56%PremiumJan 17, 2025Expiry Date2.08Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9855Delta0.0311Gamma3.37Leverage Ratio-0.0015Theta0.0031Rho3.32Eff Leverage0.0007Vega