0.80Open0.55Pre Close40 Volume247 Open Interest16.00Strike Price3.20KTurnover79.03%IV1.45%PremiumDec 6, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6652Delta0.3614Gamma22.08Leverage Ratio-0.0942Theta0.0006Rho14.69Eff Leverage0.0046Vega