0.05Open0.10Pre Close391 Volume806 Open Interest8.50Strike Price2.36KTurnover724.23%IV61.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0146Delta0.0029Gamma436.11Leverage Ratio-0.0740Theta0.0000Rho-6.35Eff Leverage0.0007Vega