0.05Open0.06Pre Close644 Volume786 Open Interest23.00Strike Price2.60KTurnover44.51%IV0.30%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.2620Delta3.4403Gamma1152.50Leverage Ratio-0.5036Theta0.0000Rho-301.91Eff Leverage0.0007Vega