0.07Open0.05Pre Close586 Volume382 Open Interest26.00Strike Price2.47KTurnover156.06%IV27.51%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0549Delta0.0377Gamma314.31Leverage Ratio-0.0436Theta0.0001Rho17.26Eff Leverage0.0021Vega