2.65Open2.65Pre Close0 Volume5 Open Interest58.00Strike Price0.00Turnover37.30%IV2.71%PremiumDec 20, 2024Expiry Date1.11Intrinsic Value100Multiplier23DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5549Delta0.0753Gamma21.47Leverage Ratio-0.0429Theta-0.0182Rho-11.91Eff Leverage0.0560Vega