0.78Open1.16Pre Close33 Volume434 Open Interest4.00Strike Price2.44KTurnover89.98%IV0.42%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier5DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9438Delta0.2246Gamma6.50Leverage Ratio-0.0056Theta0.0005Rho6.13Eff Leverage0.0006Vega