0.74Open0.44Pre Close45 Volume760 Open Interest13.00Strike Price2.16KTurnover46.08%IV0.30%PremiumJan 17, 2025Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7907Delta0.6095Gamma32.17Leverage Ratio-0.0340Theta0.0006Rho25.44Eff Leverage0.0029Vega