0.32Open0.39Pre Close94 Volume31 Open Interest3.50Strike Price2.64KTurnover89.35%IV0.80%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7723Delta0.8640Gamma18.70Leverage Ratio-0.0139Theta0.0003Rho14.44Eff Leverage0.0012Vega