0.40Open0.30Pre Close69 Volume1.34K Open Interest6.00Strike Price3.07KTurnover117.97%IV2.56%PremiumOct 11, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6769Delta0.5985Gamma16.64Leverage Ratio-0.0495Theta0.0003Rho11.26Eff Leverage0.0018Vega