0.35Open0.39Pre Close108 Volume771 Open Interest24.00Strike Price2.49KTurnover28.75%IV0.58%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5961Delta1.1034Gamma130.16Leverage Ratio-0.0759Theta0.0004Rho77.59Eff Leverage0.0047Vega