0.68Open0.43Pre Close35 Volume378 Open Interest13.00Strike Price2.69KTurnover85.82%IV0.25%PremiumJan 10, 2025Expiry Date0.86Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8672Delta0.2972Gamma13.41Leverage Ratio-0.0376Theta-0.0005Rho-11.63Eff Leverage0.0018Vega