0.80Open0.47Pre Close30 Volume1.35K Open Interest36.00Strike Price2.38KTurnover59.91%IV0.71%PremiumDec 6, 2024Expiry Date0.52Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6286Delta0.2952Gamma44.81Leverage Ratio-0.2531Theta0.0008Rho28.17Eff Leverage0.0081Vega