0.24Open0.22Pre Close110 Volume4.94K Open Interest5.50Strike Price2.42KTurnover58.11%IV0.19%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7339Delta1.1046Gamma21.63Leverage Ratio-0.0145Theta-0.0003Rho-15.87Eff Leverage0.0017Vega