0.40Open0.30Pre Close37 Volume102 Open Interest7.50Strike Price1.48KTurnover59.88%IV0.77%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8274Delta0.7280Gamma22.29Leverage Ratio-0.0225Theta0.0003Rho18.44Eff Leverage0.0015Vega