3.00Open3.70Pre Close9 Volume150 Open Interest31.00Strike Price2.36KTurnover103.02%IV2.02%PremiumDec 20, 2024Expiry Date1.66Intrinsic Value100Multiplier6DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.6776Delta0.0818Gamma12.21Leverage Ratio-0.1339Theta0.0033Rho8.27Eff Leverage0.0153Vega