0.26Open0.28Pre Close101 Volume746 Open Interest4.00Strike Price2.57KTurnover49.11%IV0.47%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8158Delta1.0102Gamma16.88Leverage Ratio-0.0064Theta0.0005Rho13.77Eff Leverage0.0014Vega