2.40Open8.37Pre Close11 Volume23 Open Interest120.00Strike Price2.64KTurnover31.65%IV1.63%PremiumOct 18, 2024Expiry Date0.44Intrinsic Value100Multiplier12DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.5477Delta0.0559Gamma38.23Leverage Ratio-0.1219Theta0.0217Rho20.94Eff Leverage0.0887Vega