0.35Open0.45Pre Close66 Volume588 Open Interest81.00Strike Price2.86KTurnover23.81%IV0.06%PremiumDec 6, 2024Expiry Date0.55Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6000Delta0.2389Gamma90.90Leverage Ratio-0.1275Theta-0.0032Rho-54.54Eff Leverage0.0263Vega