0.04Open0.04Pre Close1.03K Volume3.86K Open Interest51.00Strike Price2.40KTurnover96.89%IV5.15%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0607Gamma2426.00Leverage Ratio-0.1733Theta0.0000Rho90.99Eff Leverage0.0011Vega