1.65Open2.22Pre Close16 Volume109 Open Interest525.00Strike Price2.68KTurnover56.82%IV8.40%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.1085Delta0.0063Gamma329.32Leverage Ratio-0.6328Theta0.0058Rho35.72Eff Leverage0.0965Vega