0.40Open0.15Pre Close81 Volume1.16K Open Interest520.00Strike Price2.60KTurnover48.58%IV4.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0398Delta0.0064Gamma2260.30Leverage Ratio-0.2150Theta0.0006Rho90.03Eff Leverage0.0239Vega