1.50Open1.06Pre Close26 Volume40 Open Interest11.50Strike Price2.36KTurnover84.76%IV6.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.4597Delta0.4001Gamma34.39Leverage Ratio-0.0550Theta0.0005Rho15.81Eff Leverage0.0046Vega