0.10Open0.30Pre Close86 Volume5 Open Interest16.50Strike Price2.66KTurnover130.45%IV10.37%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.3200Delta0.1711Gamma37.85Leverage Ratio-0.0988Theta0.0005Rho12.11Eff Leverage0.0057Vega