1.85Open8.15Pre Close15 Volume618 Open Interest68.00Strike Price2.66KTurnover668.14%IV1.25%PremiumNov 15, 2024Expiry Date0.87Intrinsic Value100Multiplier0DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.8207Delta0.2439Gamma75.27Leverage Ratio-71.2185Theta0.0000Rho61.77Eff Leverage0.0004Vega