0.35Open0.52Pre Close59 Volume665 Open Interest6.50Strike Price2.06KTurnover91.52%IV1.44%PremiumOct 11, 2024Expiry Date0.26Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6887Delta0.7414Gamma17.83Leverage Ratio-0.0352Theta-0.0003Rho-12.28Eff Leverage0.0018Vega