0.15Open0.11Pre Close329 Volume662 Open Interest5.00Strike Price2.57KTurnover559.68%IV0.20%PremiumNov 29, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7388Delta5.1346Gamma100.80Leverage Ratio-5.6888Theta0.0000Rho74.47Eff Leverage0.0000Vega