0.08Open0.08Pre Close337 Volume2.66K Open Interest11.00Strike Price2.47KTurnover74.00%IV8.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1154Delta0.2060Gamma218.45Leverage Ratio-0.0216Theta-0.0002Rho-25.20Eff Leverage0.0025Vega