0.21Open0.30Pre Close116 Volume74 Open Interest19.00Strike Price2.66KTurnover38.27%IV7.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2950Delta0.2039Gamma59.87Leverage Ratio-0.0138Theta0.0030Rho17.66Eff Leverage0.0153Vega