12.60Open12.68Pre Close2 Volume480 Open Interest260.00Strike Price2.66KTurnover32.76%IV1.52%PremiumJul 19, 2024Expiry Date9.91Intrinsic Value100Multiplier5DDays to Expiry4.09Extrinsic Value100Contract SizeAmericanOptions Type0.8262Delta0.0228Gamma24.10Leverage Ratio-0.2768Theta0.0342Rho19.91Eff Leverage0.0880Vega