0.06Open0.10Pre Close515 Volume4.90K Open Interest32.50Strike Price2.48KTurnover32.74%IV5.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0695Delta0.1349Gamma1032.33Leverage Ratio-0.0170Theta0.0002Rho71.72Eff Leverage0.0040Vega