1.65Open2.22Pre Close16 Volume109 Open Interest525.00Strike Price2.68KTurnover56.29%IV8.33%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.1122Delta0.0065Gamma324.05Leverage Ratio-0.6463Theta0.0060Rho36.35Eff Leverage0.0990Vega