0.35Open0.32Pre Close61 Volume1.60K Open Interest9.00Strike Price2.49KTurnover98.40%IV2.93%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5539Delta0.4940Gamma20.82Leverage Ratio-0.0555Theta-0.0004Rho-11.53Eff Leverage0.0032Vega