0.50Open0.45Pre Close51 Volume1.84K Open Interest35.00Strike Price2.40KTurnover101.63%IV35.67%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1490Delta0.0357Gamma58.07Leverage Ratio-0.0348Theta0.0021Rho8.65Eff Leverage0.0148Vega