2.40Open8.37Pre Close11 Volume23 Open Interest120.00Strike Price2.64KTurnover31.54%IV1.63%PremiumOct 18, 2024Expiry Date0.44Intrinsic Value100Multiplier13DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.5478Delta0.0559Gamma38.23Leverage Ratio-0.1211Theta0.0218Rho20.95Eff Leverage0.0889Vega