0.70Open0.71Pre Close31 Volume343 Open Interest7.00Strike Price2.44KTurnover79.63%IV5.30%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier22DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6427Delta0.2560Gamma9.50Leverage Ratio-0.0126Theta0.0024Rho6.10Eff Leverage0.0068Vega