2.67Open2.67Pre Close0 Volume48 Open Interest13.00Strike Price0.00Turnover68.93%IV0.29%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9637Delta0.0781Gamma3.91Leverage Ratio-0.0032Theta-0.0020Rho-3.77Eff Leverage0.0015Vega