0.80Open2.14Pre Close46 Volume2 Open Interest11.50Strike Price3.27KTurnover225.30%IV3.11%PremiumDec 6, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5203Delta0.2274Gamma13.66Leverage Ratio-0.2416Theta-0.0003Rho-7.11Eff Leverage0.0031Vega