2.79Open3.60Pre Close9 Volume554 Open Interest36.00Strike Price2.32KTurnover64.21%IV7.01%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier24DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type0.5450Delta0.0668Gamma14.73Leverage Ratio-0.0517Theta0.0113Rho8.03Eff Leverage0.0366Vega