0.07Open0.05Pre Close426 Volume747 Open Interest23.00Strike Price2.48KTurnover29.53%IV2.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1658Delta0.4333Gamma448.40Leverage Ratio-0.0260Theta0.0003Rho74.35Eff Leverage0.0048Vega