2.65Open2.45Pre Close10 Volume10 Open Interest124.00Strike Price2.65KTurnover24.27%IV0.41%PremiumJan 17, 2025Expiry Date2.15Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.7331Delta0.1014Gamma46.42Leverage Ratio-0.1145Theta-0.0095Rho-34.03Eff Leverage0.0444Vega