1.00Open0.94Pre Close29 Volume302 Open Interest31.50Strike Price2.87KTurnover221.80%IV1.26%PremiumNov 29, 2024Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7182Delta0.2637Gamma35.78Leverage Ratio-1.7024Theta-0.0001Rho-25.70Eff Leverage0.0019Vega