20.71Open23.02Pre Close1.19K Volume7.31K Open Interest240.00Strike Price2.60MTurnover69.67%IV0.24%PremiumOct 18, 2024Expiry Date20.84Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.9088Delta0.0115Gamma10.26Leverage Ratio-0.3057Theta-0.0157Rho-9.32Eff Leverage0.0343Vega