0.23Open0.20Pre Close101 Volume409 Open Interest72.00Strike Price2.45KTurnover8.26%IV1.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2803Delta0.2315Gamma283.76Leverage Ratio-0.0133Theta0.0121Rho79.53Eff Leverage0.0592Vega