0.24Open0.22Pre Close110 Volume4.94K Open Interest5.50Strike Price2.42KTurnover56.14%IV0.19%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7335Delta1.1045Gamma21.63Leverage Ratio-0.0134Theta-0.0004Rho-15.87Eff Leverage0.0017Vega