0.15Open0.06Pre Close185 Volume336 Open Interest4.00Strike Price2.66KTurnover6016.13%IV-0.52%PremiumNov 15, 2024Expiry Date0.15Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5763Delta0.7230Gamma12.83Leverage Ratio-54.5817Theta0.0000Rho-7.40Eff Leverage0.0000Vega