0.09Open0.10Pre Close251 Volume460 Open Interest5.50Strike Price2.84KTurnover46.59%IV1.68%PremiumDec 27, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5431Delta1.4579Gamma48.06Leverage Ratio-0.0145Theta0.0003Rho26.10Eff Leverage0.0023Vega