0.35Open0.34Pre Close56 Volume354 Open Interest26.00Strike Price2.41KTurnover59.52%IV1.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4721Delta0.3321Gamma52.00Leverage Ratio-0.1245Theta-0.0007Rho-24.55Eff Leverage0.0080Vega