0.30Open0.25Pre Close102 Volume328 Open Interest8.00Strike Price3.06KTurnover26.55%IV0.61%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7676Delta0.7842Gamma25.42Leverage Ratio-0.0060Theta0.0019Rho19.51Eff Leverage0.0045Vega