13.20Open10.70Pre Close2 Volume34 Open Interest90.00Strike Price2.64KTurnover54.95%IV1.56%PremiumDec 20, 2024Expiry Date11.61Intrinsic Value100Multiplier21DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.8431Delta0.0180Gamma7.82Leverage Ratio-0.0856Theta0.0416Rho6.59Eff Leverage0.0584Vega