0.55Open0.65Pre Close42 Volume1.23K Open Interest55.00Strike Price2.44KTurnover17.54%IV2.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.4225Delta0.1624Gamma74.92Leverage Ratio-0.0231Theta0.0142Rho31.65Eff Leverage0.0537Vega