4.41Open4.70Pre Close5 Volume37 Open Interest30.00Strike Price2.48KTurnover52.34%IV3.51%PremiumDec 20, 2024Expiry Date3.91Intrinsic Value100Multiplier16DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.8833Delta0.0527Gamma8.07Leverage Ratio-0.0257Theta0.0113Rho7.13Eff Leverage0.0139Vega