0.11Open0.11Pre Close423 Volume1.41K Open Interest42.50Strike Price2.48KTurnover25.59%IV1.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2013Delta0.5720Gamma765.09Leverage Ratio-0.0924Theta0.0002Rho154.02Eff Leverage0.0054Vega