0.40Open0.30Pre Close69 Volume1.34K Open Interest6.00Strike Price3.07KTurnover109.67%IV2.56%PremiumOct 11, 2024Expiry Date0.24Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6772Delta0.5988Gamma16.64Leverage Ratio-0.0423Theta0.0003Rho11.27Eff Leverage0.0020Vega