0.05Open0.04Pre Close603 Volume1.63K Open Interest9.50Strike Price2.68KTurnover51.89%IV3.56%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1741Delta0.6993Gamma280.86Leverage Ratio-0.0245Theta-0.0001Rho-48.91Eff Leverage0.0018Vega