0.16Open0.20Pre Close346 Volume454 Open Interest32.50Strike Price2.38KTurnover21.40%IV3.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1049Delta0.2578Gamma902.29Leverage Ratio-0.0156Theta0.0004Rho94.61Eff Leverage0.0060Vega