0.27Open0.36Pre Close71 Volume1.15K Open Interest7.50Strike Price2.36KTurnover60.28%IV0.13%PremiumDec 27, 2024Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9170Delta0.6390Gamma23.70Leverage Ratio-0.0198Theta0.0002Rho21.73Eff Leverage0.0006Vega