0.86Open0.95Pre Close26 Volume41 Open Interest5.50Strike Price2.40KTurnover104.08%IV1.09%PremiumSep 20, 2024Expiry Date0.92Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8872Delta0.2988Gamma4.82Leverage Ratio-0.0083Theta-0.0007Rho-4.28Eff Leverage0.0012Vega