0.35Open0.45Pre Close107 Volume956 Open Interest55.00Strike Price2.64KTurnover75.70%IV8.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1292Delta0.0587Gamma225.29Leverage Ratio-0.1132Theta0.0006Rho29.12Eff Leverage0.0100Vega