0.48Open0.44Pre Close40 Volume130 Open Interest117.00Strike Price2.61KTurnover23.94%IV0.50%PremiumDec 27, 2024Expiry Date0.04Intrinsic Value100Multiplier1DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.5181Delta0.3182Gamma222.93Leverage Ratio-0.3585Theta0.0012Rho115.50Eff Leverage0.0208Vega