0.05Open0.15Pre Close265 Volume264 Open Interest29.50Strike Price2.67KTurnover19.32%IV0.58%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4540Delta1.0818Gamma235.60Leverage Ratio-0.0618Theta0.0005Rho106.96Eff Leverage0.0075Vega