0.45Open0.51Pre Close552 Volume4.50K Open Interest3.00Strike Price31.81KTurnover164.85%IV2.38%PremiumDec 20, 2024Expiry Date0.48Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7546Delta0.5745Gamma4.58Leverage Ratio-0.0135Theta-0.0004Rho-3.46Eff Leverage0.0010Vega