0.41Open0.26Pre Close31 Volume531 Open Interest50.00Strike Price2.61KTurnover36.70%IV2.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4326Delta0.1619Gamma62.90Leverage Ratio-0.0763Theta-0.0036Rho-27.21Eff Leverage0.0261Vega