0.66Open0.85Pre Close50 Volume2.79K Open Interest9.00Strike Price3.30KTurnover56.55%IV1.58%PremiumJan 17, 2025Expiry Date0.51Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7295Delta0.3536Gamma14.09Leverage Ratio-0.0150Theta0.0019Rho10.28Eff Leverage0.0055Vega