0.71Open0.92Pre Close29 Volume218 Open Interest7.00Strike Price2.44KTurnover86.80%IV2.94%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier11DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.7945Delta0.2426Gamma8.02Leverage Ratio-0.0161Theta0.0016Rho6.37Eff Leverage0.0038Vega