0.76Open0.92Pre Close31 Volume262 Open Interest11.50Strike Price2.67KTurnover58.13%IV0.53%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8758Delta0.2706Gamma14.45Leverage Ratio-0.0198Theta0.0011Rho12.66Eff Leverage0.0027Vega