0.91Open0.78Pre Close26 Volume29 Open Interest34.00Strike Price2.36KTurnover11.08%IV1.87%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6307Delta0.3955Gamma62.20Leverage Ratio-0.0104Theta0.0133Rho39.23Eff Leverage0.0325Vega