0.70Open0.35Pre Close94 Volume332 Open Interest25.00Strike Price2.84KTurnover26.02%IV3.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3423Delta0.3273Gamma97.92Leverage Ratio-0.0195Theta0.0025Rho33.52Eff Leverage0.0158Vega