0.45Open0.41Pre Close59 Volume1.04K Open Interest13.00Strike Price2.63KTurnover32.43%IV3.06%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5558Delta0.3734Gamma27.52Leverage Ratio-0.0101Theta0.0042Rho15.29Eff Leverage0.0129Vega