1.65Open2.22Pre Close16 Volume109 Open Interest525.00Strike Price2.68KTurnover56.38%IV8.44%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.1091Delta0.0064Gamma323.73Leverage Ratio-0.6317Theta0.0059Rho35.31Eff Leverage0.0970Vega