0.10Open0.05Pre Close471 Volume4.02K Open Interest31.00Strike Price2.38KTurnover20.81%IV5.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1011Delta0.1672Gamma591.20Leverage Ratio-0.0088Theta0.0009Rho59.77Eff Leverage0.0090Vega