0.66Open0.85Pre Close37 Volume820 Open Interest4.50Strike Price2.35KTurnover136.42%IV13.75%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.5739Delta0.2530Gamma7.22Leverage Ratio-0.0135Theta0.0012Rho4.14Eff Leverage0.0045Vega