0.15Open0.17Pre Close161 Volume18.99K Open Interest12.00Strike Price2.36KTurnover94.44%IV70.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier62DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1306Delta0.0765Gamma46.00Leverage Ratio-0.0048Theta0.0013Rho6.01Eff Leverage0.0062Vega