0.63Open0.66Pre Close37 Volume179 Open Interest8.50Strike Price2.66KTurnover91.78%IV0.11%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7845Delta0.3536Gamma12.99Leverage Ratio-0.0356Theta0.0006Rho10.19Eff Leverage0.0026Vega