0.23Open0.25Pre Close130 Volume140 Open Interest19.00Strike Price2.62KTurnover16.20%IV2.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3502Delta0.4506Gamma96.25Leverage Ratio-0.0053Theta-0.0042Rho-33.71Eff Leverage0.0190Vega