0.65Open0.55Pre Close55 Volume5.36K Open Interest6.00Strike Price2.80KTurnover74.76%IV2.05%PremiumSep 20, 2024Expiry Date0.35Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7453Delta0.5392Gamma14.11Leverage Ratio-0.0177Theta0.0007Rho10.52Eff Leverage0.0026Vega