0.24Open0.41Pre Close52 Volume606 Open Interest9.00Strike Price2.74KTurnover128.43%IV0.35%PremiumJan 10, 2025Expiry Date0.50Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7761Delta0.4907Gamma14.78Leverage Ratio-0.0742Theta-0.0002Rho-11.47Eff Leverage0.0014Vega