0.15Open0.15Pre Close168 Volume897 Open Interest7.50Strike Price2.46KTurnover90.28%IV9.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1148Delta0.2809Gamma206.50Leverage Ratio-0.0203Theta-0.0001Rho-23.70Eff Leverage0.0015Vega