0.32Open0.38Pre Close120 Volume170 Open Interest14.00Strike Price2.65KTurnover60.15%IV0.65%PremiumNov 20, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7158Delta1.1710Gamma63.05Leverage Ratio-0.1117Theta-0.0001Rho-45.13Eff Leverage0.0016Vega