0.03Open0.03Pre Close2.40K Volume2.80K Open Interest24.50Strike Price2.64KTurnover32.27%IV4.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0445Delta0.1703Gamma2353.00Leverage Ratio-0.0092Theta0.0001Rho104.80Eff Leverage0.0016Vega