0.30Open0.17Pre Close93 Volume1.17K Open Interest11.00Strike Price2.67KTurnover48.15%IV5.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4180Delta0.3741Gamma35.70Leverage Ratio-0.0143Theta0.0017Rho14.92Eff Leverage0.0085Vega