0.32Open0.39Pre Close94 Volume31 Open Interest3.50Strike Price2.64KTurnover66.53%IV1.07%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8335Delta0.9751Gamma14.63Leverage Ratio-0.0086Theta0.0003Rho12.19Eff Leverage0.0010Vega