0.60Open0.80Pre Close41 Volume65 Open Interest132.00Strike Price2.36KTurnover9.21%IV0.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3753Delta0.1956Gamma262.44Leverage Ratio-0.0458Theta0.0126Rho98.50Eff Leverage0.0798Vega