0.15Open0.07Pre Close118 Volume587 Open Interest35.00Strike Price2.86KTurnover41.88%IV5.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2540Delta0.1579Gamma111.77Leverage Ratio-0.0444Theta0.0017Rho28.39Eff Leverage0.0155Vega