0.03Open0.03Pre Close557 Volume2.43K Open Interest2.00Strike Price2.84KTurnover99.83%IV1.51%PremiumOct 11, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5260Delta3.5684Gamma39.80Leverage Ratio-0.0280Theta0.0000Rho-20.93Eff Leverage0.0004Vega