0.66Open0.50Pre Close31 Volume1.88K Open Interest14.00Strike Price2.40KTurnover50.49%IV3.88%PremiumJan 17, 2025Expiry Date0.19Intrinsic Value100Multiplier17DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5781Delta0.2539Gamma19.57Leverage Ratio-0.0190Theta0.0035Rho11.31Eff Leverage0.0119Vega