0.24Open0.85Pre Close127 Volume15 Open Interest86.00Strike Price2.64KTurnover20.98%IV2.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2301Delta0.1608Gamma307.47Leverage Ratio-0.0730Theta0.0022Rho70.76Eff Leverage0.0273Vega