0.60Open0.80Pre Close80 Volume776 Open Interest5.00Strike Price2.56KTurnover193.79%IV53.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2987Delta0.2078Gamma13.68Leverage Ratio-0.0127Theta0.0005Rho4.09Eff Leverage0.0030Vega