0.50Open0.35Pre Close102 Volume2.34K Open Interest12.50Strike Price2.81KTurnover141.17%IV5.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.4350Delta0.2793Gamma28.66Leverage Ratio-0.1275Theta0.0003Rho12.47Eff Leverage0.0039Vega