0.59Open0.46Pre Close48 Volume509 Open Interest46.00Strike Price2.61KTurnover13.77%IV2.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4304Delta0.2117Gamma75.83Leverage Ratio-0.0137Theta0.0167Rho32.63Eff Leverage0.0529Vega