0.29Open0.30Pre Close110 Volume64 Open Interest3.00Strike Price2.65KTurnover88.81%IV4.65%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5376Delta1.0995Gamma20.07Leverage Ratio-0.0114Theta0.0003Rho10.79Eff Leverage0.0016Vega