26.55Open26.81Pre Close1 Volume6 Open Interest60.00Strike Price2.66KTurnover9661.10%IV-0.36%PremiumDec 27, 2024Expiry Date26.86Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9873Delta0.0022Gamma3.23Leverage Ratio-192.7047Theta0.0000Rho3.19Eff Leverage0.0001Vega