0.24Open0.41Pre Close52 Volume606 Open Interest9.00Strike Price2.74KTurnover103.26%IV0.35%PremiumJan 10, 2025Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7752Delta0.4908Gamma14.78Leverage Ratio-0.0525Theta-0.0003Rho-11.46Eff Leverage0.0018Vega