0.46Open0.50Pre Close64 Volume681 Open Interest6.50Strike Price2.36KTurnover97.72%IV3.56%PremiumDec 13, 2024Expiry Date0.04Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5203Delta0.8856Gamma32.30Leverage Ratio-0.0571Theta-0.0002Rho-16.80Eff Leverage0.0018Vega