0.62Open0.94Pre Close44 Volume86 Open Interest39.50Strike Price2.36KTurnover35.30%IV2.04%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4305Delta0.2713Gamma87.11Leverage Ratio-0.0779Theta0.0018Rho37.50Eff Leverage0.0161Vega