4.63Open4.81Pre Close6 Volume567 Open Interest135.00Strike Price2.64KTurnover11.98%IV0.30%PremiumDec 20, 2024Expiry Date3.94Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8723Delta0.0544Gamma30.88Leverage Ratio-0.0345Theta0.0622Rho26.93Eff Leverage0.0669Vega