0.55Open0.45Pre Close47 Volume655 Open Interest5.00Strike Price2.71KTurnover46.88%IV1.72%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier18DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8441Delta0.4153Gamma8.84Leverage Ratio-0.0043Theta0.0020Rho7.46Eff Leverage0.0029Vega