0.35Open0.32Pre Close61 Volume1.60K Open Interest9.00Strike Price2.49KTurnover98.68%IV3.45%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5735Delta0.4895Gamma22.24Leverage Ratio-0.0546Theta-0.0004Rho-12.76Eff Leverage0.0032Vega