0.60Open0.45Pre Close49 Volume1.17K Open Interest33.00Strike Price2.66KTurnover35.29%IV4.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2100Delta0.1914Gamma181.14Leverage Ratio-0.0338Theta0.0012Rho38.05Eff Leverage0.0123Vega