0.35Open0.37Pre Close55 Volume421 Open Interest4.00Strike Price1.95KTurnover83.37%IV7.06%PremiumNov 15, 2024Expiry Date0.11Intrinsic Value100Multiplier23DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5977Delta0.4517Gamma10.28Leverage Ratio-0.0076Theta0.0013Rho6.14Eff Leverage0.0040Vega