0.40Open0.41Pre Close136 Volume491 Open Interest4.50Strike Price2.68KTurnover75.26%IV0.82%PremiumSep 13, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8357Delta0.9291Gamma18.20Leverage Ratio-0.0165Theta0.0002Rho15.21Eff Leverage0.0009Vega