0.06Open0.10Pre Close291 Volume803 Open Interest34.50Strike Price3.16KTurnover46.18%IV4.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1278Delta0.1638Gamma412.25Leverage Ratio-0.0491Theta0.0003Rho52.67Eff Leverage0.0058Vega