0.22Open0.28Pre Close103 Volume1.08K Open Interest17.50Strike Price2.40KTurnover32.75%IV1.37%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.4941Delta0.6399Gamma69.96Leverage Ratio-0.0296Theta-0.0010Rho-34.57Eff Leverage0.0076Vega