0.70Open0.35Pre Close94 Volume292 Open Interest25.00Strike Price2.84KTurnover22.68%IV3.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3196Delta0.3632Gamma122.40Leverage Ratio-0.0165Theta0.0024Rho39.12Eff Leverage0.0155Vega