0.30Open0.29Pre Close78 Volume29 Open Interest33.00Strike Price2.39KTurnover21.61%IV0.60%PremiumDec 27, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6355Delta0.5126Gamma77.28Leverage Ratio-0.0412Theta0.0022Rho49.11Eff Leverage0.0127Vega