1.05Open0.90Pre Close19 Volume155 Open Interest33.00Strike Price2.57KTurnover53.57%IV1.35%PremiumOct 18, 2024Expiry Date0.96Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.7107Delta0.1824Gamma25.63Leverage Ratio-0.0897Theta0.0024Rho18.22Eff Leverage0.0120Vega