0.90Open3.50Pre Close64 Volume176 Open Interest27.50Strike Price2.57KTurnover158.66%IV4.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.3830Delta0.1962Gamma53.68Leverage Ratio-0.4998Theta0.0002Rho20.56Eff Leverage0.0047Vega