0.06Open0.06Pre Close422 Volume12.22K Open Interest10.00Strike Price2.60KTurnover28.45%IV0.90%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3194Delta2.1354Gamma223.11Leverage Ratio-0.0291Theta-0.0001Rho-71.26Eff Leverage0.0021Vega