0.06Open0.09Pre Close362 Volume2.88K Open Interest16.00Strike Price2.53KTurnover45.57%IV4.94%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1416Delta0.3539Gamma305.90Leverage Ratio-0.0229Theta0.0002Rho43.31Eff Leverage0.0031Vega