0.91Open0.78Pre Close26 Volume29 Open Interest34.00Strike Price2.36KTurnover11.25%IV1.87%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier22DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.3945Gamma62.20Leverage Ratio-0.0106Theta0.0130Rho39.15Eff Leverage0.0322Vega