3.35Open3.57Pre Close7 Volume225 Open Interest42.50Strike Price2.35KTurnover83.08%IV3.80%PremiumDec 20, 2024Expiry Date1.67Intrinsic Value100Multiplier16DDays to Expiry1.68Extrinsic Value100Contract SizeAmericanOptions Type0.6254Delta0.0494Gamma11.18Leverage Ratio-0.0954Theta0.0103Rho6.99Eff Leverage0.0350Vega