0.60Open0.54Pre Close58 Volume159 Open Interest21.00Strike Price2.47KTurnover34.69%IV0.94%PremiumDec 27, 2024Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6043Delta0.5079Gamma51.99Leverage Ratio-0.0369Theta-0.0013Rho-31.42Eff Leverage0.0084Vega