0.58Open0.40Pre Close32 Volume450 Open Interest11.10Strike Price2.87KTurnover102.29%IV2.45%PremiumDec 27, 2024Expiry Date0.76Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8498Delta0.2970Gamma14.38Leverage Ratio-0.0561Theta0.0004Rho12.22Eff Leverage0.0018Vega