1.25Open0.78Pre Close31 Volume333 Open Interest19.00Strike Price2.71KTurnover40.52%IV2.51%PremiumJan 17, 2025Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.6572Delta0.4298Gamma36.79Leverage Ratio-0.0395Theta0.0015Rho24.18Eff Leverage0.0078Vega