12.97Open18.78Pre Close2 Volume126 Open Interest120.00Strike Price2.66KTurnover109.72%IV0.41%PremiumDec 20, 2024Expiry Date13.21Intrinsic Value100Multiplier3DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.8515Delta0.0205Gamma7.63Leverage Ratio-0.3619Theta-0.0085Rho-6.49Eff Leverage0.0239Vega