1.65Open2.22Pre Close16 Volume109 Open Interest525.00Strike Price2.68KTurnover56.49%IV8.35%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.1119Delta0.0065Gamma323.99Leverage Ratio-0.6468Theta0.0060Rho36.24Eff Leverage0.0988Vega