0.77Open0.75Pre Close32 Volume8.13K Open Interest5.00Strike Price2.45KTurnover60.36%IV1.88%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier20DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8531Delta0.3965Gamma5.50Leverage Ratio-0.0030Theta-0.0018Rho-4.69Eff Leverage0.0023Vega