0.51Open1.10Pre Close66 Volume143 Open Interest91.05Strike Price2.66KTurnover151.53%IV7.05%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0939Delta0.0400Gamma473.56Leverage Ratio-0.8953Theta0.0001Rho44.45Eff Leverage0.0046Vega