0.05Open0.05Pre Close541 Volume526 Open Interest5.00Strike Price2.79KTurnover96.64%IV31.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1701Delta0.2765Gamma51.60Leverage Ratio-0.0054Theta0.0003Rho8.78Eff Leverage0.0024Vega