0.70Open0.35Pre Close94 Volume292 Open Interest25.00Strike Price2.84KTurnover22.06%IV3.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3200Delta0.3639Gamma122.40Leverage Ratio-0.0157Theta0.0025Rho39.17Eff Leverage0.0159Vega