0.06Open0.05Pre Close590 Volume2.86K Open Interest25.00Strike Price2.87KTurnover76.79%IV5.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0852Delta0.1377Gamma478.97Leverage Ratio-0.0450Theta-0.0001Rho-40.80Eff Leverage0.0023Vega