13.31Open11.10Pre Close2 Volume3 Open Interest217.50Strike Price2.66KTurnover67.79%IV0.18%PremiumNov 29, 2024Expiry Date12.90Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8591Delta0.0176Gamma16.58Leverage Ratio-0.5892Theta0.0122Rho14.24Eff Leverage0.0419Vega