0.11Open0.11Pre Close423 Volume1.41K Open Interest42.50Strike Price2.48KTurnover28.06%IV1.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2012Delta0.5713Gamma765.09Leverage Ratio-0.1108Theta0.0001Rho153.91Eff Leverage0.0049Vega