2.85Open2.96Pre Close8 Volume658 Open Interest65.00Strike Price2.64KTurnover40.84%IV4.44%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier30DDays to Expiry2.88Extrinsic Value100Contract SizeAmericanOptions Type-0.4726Delta0.0524Gamma21.63Leverage Ratio-0.0469Theta-0.0242Rho-10.22Eff Leverage0.0744Vega