0.93Open2.10Pre Close24 Volume117 Open Interest230.00Strike Price2.64KTurnover16.05%IV0.76%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4237Delta0.1046Gamma196.26Leverage Ratio-0.1994Theta-0.0091Rho-83.16Eff Leverage0.0916Vega