0.35Open0.10Pre Close72 Volume2.35K Open Interest340.00Strike Price2.61KTurnover30.03%IV9.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0052Gamma1238.16Leverage Ratio-0.0599Theta0.0036Rho48.48Eff Leverage0.0456Vega