2.61Open2.82Pre Close9 Volume331 Open Interest11.00Strike Price2.65KTurnover330.06%IV0.50%PremiumSep 27, 2024Expiry Date2.98Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9490Delta0.0487Gamma4.61Leverage Ratio-0.1380Theta0.0002Rho4.38Eff Leverage0.0007Vega