0.40Open0.35Pre Close89 Volume406 Open Interest101.00Strike Price2.56KTurnover34.04%IV4.30%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1156Delta0.0520Gamma489.67Leverage Ratio-0.0871Theta-0.0013Rho-56.63Eff Leverage0.0215Vega