0.45Open0.50Pre Close58 Volume664 Open Interest5.00Strike Price2.76KTurnover42.51%IV0.93%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8006Delta0.5176Gamma11.37Leverage Ratio-0.0042Theta0.0021Rho9.10Eff Leverage0.0035Vega