2.38Open2.20Pre Close11 Volume67 Open Interest14.00Strike Price2.63KTurnover82.28%IV3.34%PremiumJan 17, 2025Expiry Date1.87Intrinsic Value100Multiplier11DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.8334Delta0.1115Gamma7.56Leverage Ratio-0.0275Theta0.0033Rho6.30Eff Leverage0.0068Vega