0.30Open0.20Pre Close81 Volume2.74K Open Interest13.00Strike Price2.47KTurnover38.14%IV4.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3974Delta0.3783Gamma42.35Leverage Ratio-0.0128Theta0.0021Rho16.83Eff Leverage0.0103Vega