0.60Open0.74Pre Close43 Volume73 Open Interest136.00Strike Price2.35KTurnover28.10%IV2.01%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.2983Delta0.0964Gamma201.47Leverage Ratio-0.2022Theta0.0036Rho60.10Eff Leverage0.0444Vega