3.30Open5.90Pre Close7 Volume20 Open Interest5.50Strike Price2.78KTurnover6645.65%IV25.59%PremiumOct 11, 2024Expiry Date3.02Intrinsic Value100Multiplier0DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type0.8514Delta0.0449Gamma2.26Leverage Ratio-20.3101Theta0.0000Rho1.92Eff Leverage0.0002Vega