0.05Open0.65Pre Close69 Volume3 Open Interest87.00Strike Price2.77KTurnover22.44%IV0.82%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4061Delta0.2633Gamma182.40Leverage Ratio-0.1601Theta0.0020Rho74.07Eff Leverage0.0255Vega