0.03Open0.20Pre Close920 Volume8.35K Open Interest18.00Strike Price2.71KTurnover129.13%IV6.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0587Delta0.1498Gamma958.50Leverage Ratio-0.1209Theta0.0000Rho-56.27Eff Leverage0.0007Vega