0.90Open1.20Pre Close25 Volume561 Open Interest7.00Strike Price2.44KTurnover135.77%IV0.64%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8529Delta0.2528Gamma8.49Leverage Ratio-0.0395Theta0.0004Rho7.24Eff Leverage0.0015Vega