0.30Open0.25Pre Close97 Volume599 Open Interest4.36Strike Price2.92KTurnover58.11%IV6.56%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier25DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6171Delta0.5566Gamma12.63Leverage Ratio-0.0056Theta0.0017Rho7.79Eff Leverage0.0045Vega