0.55Open0.55Pre Close43 Volume365 Open Interest9.00Strike Price2.43KTurnover98.27%IV4.63%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier5DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5553Delta0.3640Gamma19.12Leverage Ratio-0.0423Theta0.0007Rho10.62Eff Leverage0.0044Vega