2.71Open2.50Pre Close9 Volume455 Open Interest20.00Strike Price2.45KTurnover42.60%IV0.04%PremiumJan 17, 2025Expiry Date2.79Intrinsic Value100Multiplier12DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9584Delta0.0500Gamma8.00Leverage Ratio-0.0085Theta0.0064Rho7.66Eff Leverage0.0037Vega