0.39Open0.40Pre Close64 Volume2.49K Open Interest17.50Strike Price2.63KTurnover43.68%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.3469Delta0.1897Gamma38.92Leverage Ratio-0.0143Theta0.0039Rho13.50Eff Leverage0.0165Vega