0.06Open0.10Pre Close515 Volume4.90K Open Interest32.50Strike Price2.48KTurnover33.01%IV5.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0695Delta0.1348Gamma1032.33Leverage Ratio-0.0173Theta0.0002Rho71.71Eff Leverage0.0040Vega