5.27Open5.70Pre Close5 Volume808 Open Interest55.00Strike Price2.64KTurnover59.94%IV4.49%PremiumDec 20, 2024Expiry Date2.68Intrinsic Value100Multiplier20DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type0.6636Delta0.0444Gamma12.02Leverage Ratio-0.0775Theta0.0189Rho7.97Eff Leverage0.0501Vega