0.55Open0.55Pre Close45 Volume383 Open Interest3.00Strike Price2.40KTurnover92.03%IV0.58%PremiumSep 27, 2024Expiry Date0.46Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9414Delta0.3586Gamma7.36Leverage Ratio-0.0048Theta0.0003Rho6.93Eff Leverage0.0004Vega