3.95Open4.44Pre Close6 Volume8 Open Interest39.50Strike Price2.37KTurnover59.27%IV1.39%PremiumDec 6, 2024Expiry Date3.36Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9724Delta0.0334Gamma14.26Leverage Ratio-0.0235Theta0.0021Rho13.87Eff Leverage0.0020Vega