2.85Open2.55Pre Close9 Volume88 Open Interest60.00Strike Price2.65KTurnover40.45%IV4.46%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier27DDays to Expiry2.69Extrinsic Value100Contract SizeAmericanOptions Type0.5494Delta0.0590Gamma20.78Leverage Ratio-0.0521Theta0.0229Rho11.42Eff Leverage0.0657Vega