0.30Open0.69Pre Close69 Volume65 Open Interest53.00Strike Price2.51KTurnover42.27%IV2.41%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.3417Delta0.1928Gamma122.74Leverage Ratio-0.1416Theta0.0013Rho41.94Eff Leverage0.0165Vega