0.11Open0.15Pre Close311 Volume1.75K Open Interest125.00Strike Price2.17KTurnover23.98%IV12.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0102Delta0.0032Gamma4754.67Leverage Ratio-0.0048Theta-0.0007Rho-48.70Eff Leverage0.0095Vega