2.69Open2.70Pre Close10 Volume1.12K Open Interest12.50Strike Price2.74KTurnover42.87%IV0.59%PremiumJan 17, 2025Expiry Date2.65Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9722Delta0.0403Gamma5.61Leverage Ratio-0.0037Theta0.0072Rho5.45Eff Leverage0.0024Vega