0.03Open0.06Pre Close761 Volume5.55K Open Interest19.00Strike Price2.54KTurnover111.65%IV20.21%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0539Gamma633.20Leverage Ratio-0.0181Theta0.0001Rho25.38Eff Leverage0.0012Vega