0.01Open0.05Pre Close1.38K Volume3.58K Open Interest21.00Strike Price2.36KTurnover1886.69%IV6.63%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0301Delta0.0807Gamma2248.00Leverage Ratio-18.6757Theta0.0000Rho-67.69Eff Leverage0.0000Vega