0.03Open0.04Pre Close851 Volume5.71K Open Interest170.00Strike Price2.47KTurnover149.65%IV35.75%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0020Delta0.0002Gamma10581.60Leverage Ratio-0.0203Theta0.0000Rho-20.91Eff Leverage0.0017Vega