0.03Open0.04Pre Close849 Volume5.71K Open Interest170.00Strike Price2.46KTurnover149.75%IV36.06%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0020Delta0.0002Gamma17723.06Leverage Ratio-0.0203Theta0.0000Rho-34.94Eff Leverage0.0017Vega