0.05Open0.06Pre Close567 Volume2.12K Open Interest146.00Strike Price2.37KTurnover66.93%IV17.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0026Gamma6230.00Leverage Ratio-0.0164Theta0.0001Rho48.01Eff Leverage0.0025Vega