0.21Open0.61Pre Close213 Volume218 Open Interest6.50Strike Price2.46KTurnover207.54%IV1.98%PremiumNov 1, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5807Delta0.9542Gamma32.85Leverage Ratio-0.2497Theta0.0000Rho19.08Eff Leverage0.0008Vega