0.44Open0.57Pre Close50 Volume2.34K Open Interest2.50Strike Price2.25KTurnover87.44%IV0.17%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9656Delta0.2790Gamma6.20Leverage Ratio-0.0024Theta0.0003Rho5.99Eff Leverage0.0002Vega