0.59Open0.53Pre Close45 Volume754 Open Interest45.00Strike Price2.64KTurnover64.76%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3674Delta0.1139Gamma54.64Leverage Ratio-0.1327Theta0.0021Rho20.07Eff Leverage0.0192Vega