0.26Open0.33Pre Close65 Volume213 Open Interest30.50Strike Price2.94KTurnover35.86%IV0.38%PremiumNov 15, 2024Expiry Date0.34Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6960Delta0.5651Gamma66.30Leverage Ratio-0.1039Theta-0.0006Rho-46.15Eff Leverage0.0060Vega