0.05Open0.07Pre Close792 Volume1.99K Open Interest187.50Strike Price2.44KTurnover167.22%IV18.54%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0005Gamma15344.67Leverage Ratio-0.0859Theta0.0000Rho-43.36Eff Leverage0.0009Vega