3.50Open3.50Pre Close7 Volume2.02K Open Interest55.00Strike Price2.46KTurnover121.96%IV5.11%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier5DDays to Expiry2.84Extrinsic Value100Contract SizeAmericanOptions Type0.5597Delta0.0492Gamma15.88Leverage Ratio-0.3299Theta0.0039Rho8.89Eff Leverage0.0259Vega