0.01Open1.10Pre Close799 Volume6.50K Open Interest36.00Strike Price2.40KTurnover86.11%IV11.07%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0923Delta0.0769Gamma463.79Leverage Ratio-0.0712Theta0.0002Rho42.79Eff Leverage0.0041Vega