0.05Open0.10Pre Close540 Volume806 Open Interest8.50Strike Price2.87KTurnover770.32%IV67.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0123Delta0.0022Gamma342.40Leverage Ratio-0.0709Theta0.0000Rho-4.22Eff Leverage0.0006Vega