0.25Open0.20Pre Close99 Volume2.87K Open Interest4.00Strike Price2.64KTurnover133.28%IV6.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4558Delta0.6684Gamma17.87Leverage Ratio-0.0277Theta-0.0002Rho-8.14Eff Leverage0.0018Vega