0.59Open0.53Pre Close45 Volume754 Open Interest45.00Strike Price2.64KTurnover61.90%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3676Delta0.1140Gamma54.64Leverage Ratio-0.1210Theta0.0023Rho20.08Eff Leverage0.0201Vega