0.45Open0.36Pre Close58 Volume7.71K Open Interest15.00Strike Price2.61KTurnover21.13%IV0.98%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6725Delta0.4375Gamma29.14Leverage Ratio-0.0075Theta0.0064Rho19.60Eff Leverage0.0141Vega