0.05Open0.05Pre Close45 Volume185 Open Interest88.00Strike Price307.00Turnover61.51%IV6.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0763Delta0.0387Gamma659.28Leverage Ratio-0.1068Theta0.0003Rho50.32Eff Leverage0.0087Vega