0.26Open0.41Pre Close110 Volume767 Open Interest24.00Strike Price2.98KTurnover21.05%IV2.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4260Delta0.3403Gamma67.71Leverage Ratio-0.0129Theta0.0052Rho28.84Eff Leverage0.0215Vega