0.95Open1.05Pre Close23 Volume205 Open Interest38.50Strike Price2.93KTurnover61.89%IV1.42%PremiumNov 1, 2024Expiry Date0.96Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.6905Delta0.1685Gamma28.19Leverage Ratio-0.1526Theta0.0019Rho19.46Eff Leverage0.0119Vega