0.80Open0.55Pre Close24 Volume2.83K Open Interest6.00Strike Price1.96KTurnover80.05%IV4.30%PremiumDec 20, 2024Expiry Date0.28Intrinsic Value100Multiplier14DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6471Delta0.3729Gamma11.42Leverage Ratio-0.0135Theta0.0014Rho7.39Eff Leverage0.0046Vega