0.21Open0.30Pre Close119 Volume74 Open Interest19.00Strike Price2.74KTurnover38.34%IV8.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.2772Delta0.1987Gamma64.80Leverage Ratio-0.0134Theta0.0028Rho17.96Eff Leverage0.0147Vega