0.36Open1.45Pre Close103 Volume112 Open Interest112.00Strike Price2.88KTurnover9.24%IV0.67%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.3572Delta0.3331Gamma413.04Leverage Ratio-0.0561Theta0.0047Rho147.55Eff Leverage0.0452Vega