0.70Open0.75Pre Close30 Volume566 Open Interest2.50Strike Price2.35KTurnover160.45%IV2.45%PremiumSep 20, 2024Expiry Date0.77Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9771Delta0.1190Gamma4.22Leverage Ratio-0.0036Theta0.0002Rho4.12Eff Leverage0.0002Vega