0.46Open0.84Pre Close38 Volume1.09K Open Interest44.50Strike Price2.42KTurnover26.25%IV0.30%PremiumDec 6, 2024Expiry Date0.67Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7583Delta0.3413Gamma55.48Leverage Ratio-0.0606Theta-0.0019Rho-42.07Eff Leverage0.0110Vega