0.57Open0.62Pre Close31 Volume294 Open Interest13.50Strike Price2.24KTurnover65.25%IV0.71%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7403Delta0.3424Gamma19.53Leverage Ratio-0.0424Theta0.0010Rho14.46Eff Leverage0.0047Vega