0.03Open0.01Pre Close1.02K Volume2.48K Open Interest6.50Strike Price2.79KTurnover72.56%IV6.01%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1549Delta0.7525Gamma246.40Leverage Ratio-0.0193Theta0.0000Rho38.16Eff Leverage0.0010Vega