0.50Open0.62Pre Close59 Volume1.61K Open Interest5.00Strike Price2.66KTurnover128.13%IV3.25%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier7DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6341Delta0.3947Gamma10.46Leverage Ratio-0.0255Theta0.0006Rho6.63Eff Leverage0.0028Vega