0.05Open0.12Pre Close91 Volume163 Open Interest54.00Strike Price2.46KTurnover64.17%IV7.64%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1340Delta0.0711Gamma252.00Leverage Ratio-0.0984Theta0.0006Rho33.76Eff Leverage0.0102Vega