0.93Open2.10Pre Close24 Volume117 Open Interest230.00Strike Price2.64KTurnover16.22%IV0.76%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4239Delta0.1047Gamma196.26Leverage Ratio-0.2045Theta-0.0089Rho-83.19Eff Leverage0.0906Vega