2.35Open2.05Pre Close20 Volume153 Open Interest21.50Strike Price2.66KTurnover82.56%IV3.14%PremiumDec 27, 2024Expiry Date0.49Intrinsic Value100Multiplier3DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.6120Delta0.2567Gamma24.01Leverage Ratio-0.1147Theta-0.0010Rho-14.70Eff Leverage0.0069Vega