0.02Open0.05Pre Close921 Volume12.76K Open Interest7.50Strike Price2.64KTurnover66.18%IV11.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0841Delta0.2053Gamma281.33Leverage Ratio-0.0084Theta-0.0001Rho-23.65Eff Leverage0.0018Vega