12.60Open12.68Pre Close2 Volume480 Open Interest260.00Strike Price2.66KTurnover33.16%IV1.52%PremiumJul 19, 2024Expiry Date9.91Intrinsic Value100Multiplier5DDays to Expiry4.09Extrinsic Value100Contract SizeAmericanOptions Type0.8258Delta0.0228Gamma24.10Leverage Ratio-0.2830Theta0.0335Rho19.90Eff Leverage0.0872Vega