0.01Open0.01Pre Close2.62K Volume24.25K Open Interest7.50Strike Price2.66KTurnover134.49%IV10.83%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0425Delta0.1603Gamma840.00Leverage Ratio-0.0266Theta0.0000Rho-35.67Eff Leverage0.0004Vega