0.55Open0.55Pre Close45 Volume383 Open Interest3.00Strike Price2.40KTurnover90.97%IV0.58%PremiumSep 27, 2024Expiry Date0.46Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9416Delta0.3582Gamma7.36Leverage Ratio-0.0047Theta0.0003Rho6.93Eff Leverage0.0004Vega