1.65Open2.15Pre Close17 Volume20 Open Interest63.00Strike Price2.81KTurnover20.40%IV1.24%PremiumNov 15, 2024Expiry Date0.86Intrinsic Value100Multiplier25DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.6314Delta0.1097Gamma32.75Leverage Ratio-0.0304Theta0.0267Rho20.68Eff Leverage0.0635Vega