0.20Open0.35Pre Close154 Volume356 Open Interest7.00Strike Price3.40KTurnover71.40%IV0.42%PremiumJan 10, 2025Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6868Delta0.9393Gamma28.68Leverage Ratio-0.0385Theta0.0003Rho19.70Eff Leverage0.0019Vega