0.35Open0.06Pre Close320 Volume697 Open Interest9.50Strike Price2.68KTurnover256.33%IV0.42%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.4135Delta5.7844Gamma474.00Leverage Ratio-4.8096Theta0.0000Rho195.98Eff Leverage0.0001Vega