0.03Open0.04Pre Close846 Volume2.96K Open Interest51.00Strike Price2.06KTurnover220.59%IV0.85%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0770Delta0.4991Gamma5058.00Leverage Ratio-8.2724Theta0.0000Rho389.58Eff Leverage0.0002Vega