0.42Open0.52Pre Close71 Volume294 Open Interest4.00Strike Price2.64KTurnover74.75%IV0.23%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8963Delta0.6636Gamma12.90Leverage Ratio-0.0091Theta0.0002Rho11.56Eff Leverage0.0007Vega