0.23Open0.43Pre Close150 Volume3.53K Open Interest23.00Strike Price2.64KTurnover29.51%IV2.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2929Delta0.4991Gamma180.96Leverage Ratio-0.0325Theta0.0007Rho53.01Eff Leverage0.0080Vega