0.40Open0.10Pre Close58 Volume101 Open Interest47.50Strike Price2.66KTurnover46.88%IV13.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1745Delta0.0540Gamma99.72Leverage Ratio-0.0300Theta0.0040Rho17.40Eff Leverage0.0261Vega