0.60Open0.65Pre Close39 Volume10.99K Open Interest12.00Strike Price2.79KTurnover48.22%IV3.25%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier16DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6222Delta0.3012Gamma18.22Leverage Ratio-0.0156Theta0.0032Rho11.34Eff Leverage0.0099Vega