0.59Open0.53Pre Close45 Volume754 Open Interest45.00Strike Price2.64KTurnover58.34%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3678Delta0.1142Gamma54.64Leverage Ratio-0.1073Theta0.0026Rho20.10Eff Leverage0.0213Vega