0.40Open0.35Pre Close59 Volume1.51K Open Interest1.50Strike Price2.31KTurnover208.15%IV2.65%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8972Delta0.7707Gamma2.97Leverage Ratio-0.0052Theta-0.0001Rho-2.67Eff Leverage0.0002Vega