0.35Open0.25Pre Close77 Volume101 Open Interest31.00Strike Price2.40KTurnover2466.38%IV0.19%PremiumOct 4, 2024Expiry Date0.35Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6379Delta0.3375Gamma48.23Leverage Ratio-283.1786Theta0.0000Rho30.76Eff Leverage0.0002Vega