0.36Open0.19Pre Close87 Volume709 Open Interest26.50Strike Price2.77KTurnover48.73%IV0.75%PremiumNov 29, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6135Delta0.8824Gamma110.92Leverage Ratio-0.2103Theta0.0002Rho68.05Eff Leverage0.0034Vega