0.16Open0.11Pre Close137 Volume619 Open Interest30.00Strike Price2.69KTurnover50.18%IV5.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1111Delta0.1384Gamma421.20Leverage Ratio-0.0442Theta-0.0003Rho-46.81Eff Leverage0.0052Vega