0.65Open0.60Pre Close35 Volume630 Open Interest1.00Strike Price2.15KTurnover173.75%IV3.45%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8683Delta0.3597Gamma2.90Leverage Ratio-0.0032Theta0.0004Rho2.52Eff Leverage0.0007Vega