0.40Open0.45Pre Close45 Volume4.77K Open Interest10.00Strike Price1.54KTurnover30.12%IV4.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.4643Delta0.5408Gamma39.52Leverage Ratio-0.0072Theta0.0026Rho18.35Eff Leverage0.0097Vega