0.62Open0.68Pre Close46 Volume1.54K Open Interest22.50Strike Price2.41KTurnover20.82%IV0.09%PremiumNov 1, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8002Delta0.5977Gamma52.67Leverage Ratio-0.0152Theta-0.0016Rho-42.15Eff Leverage0.0065Vega