0.40Open0.60Pre Close86 Volume1.26K Open Interest9.00Strike Price2.90KTurnover98.98%IV6.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4776Delta0.3419Gamma22.13Leverage Ratio-0.0379Theta0.0007Rho10.57Eff Leverage0.0047Vega