0.85Open1.10Pre Close20 Volume2.87K Open Interest55.00Strike Price1.66KTurnover11.36%IV1.00%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier13DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5668Delta0.3470Gamma95.18Leverage Ratio-0.0150Theta-0.0088Rho-53.95Eff Leverage0.0404Vega