2.75Open2.60Pre Close9 Volume568 Open Interest180.00Strike Price2.38KTurnover13.05%IV1.17%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier16DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.5515Delta0.0798Gamma73.71Leverage Ratio-0.0729Theta0.0432Rho40.65Eff Leverage0.1504Vega