0.55Open0.60Pre Close41 Volume484 Open Interest27.00Strike Price2.66KTurnover30.41%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4240Delta0.1962Gamma41.92Leverage Ratio-0.0173Theta-0.0063Rho-17.77Eff Leverage0.0258Vega