0.25Open0.12Pre Close56 Volume1.96K Open Interest105.00Strike Price2.64KTurnover33.98%IV4.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.2006Delta0.0686Gamma225.22Leverage Ratio-0.1149Theta0.0028Rho45.19Eff Leverage0.0338Vega