0.80Open1.35Pre Close38 Volume271 Open Interest12.50Strike Price2.17KTurnover86.71%IV1.94%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6468Delta0.2945Gamma17.79Leverage Ratio-0.0541Theta0.0010Rho11.51Eff Leverage0.0054Vega