0.37Open0.70Pre Close51 Volume93 Open Interest32.50Strike Price2.53KTurnover78.36%IV0.58%PremiumJan 10, 2025Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6384Delta0.3279Gamma49.07Leverage Ratio-0.3075Theta0.0004Rho31.33Eff Leverage0.0055Vega