2.60Open3.36Pre Close10 Volume206 Open Interest35.00Strike Price2.60KTurnover76.76%IV3.37%PremiumDec 20, 2024Expiry Date1.47Intrinsic Value100Multiplier21DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5535Delta0.0640Gamma10.16Leverage Ratio-0.0561Theta-0.0112Rho-5.62Eff Leverage0.0319Vega