5.38Open7.55Pre Close5 Volume600 Open Interest177.50Strike Price2.69KTurnover48.21%IV0.88%PremiumJan 17, 2025Expiry Date3.85Intrinsic Value100Multiplier2DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6934Delta0.0492Gamma33.56Leverage Ratio-0.4931Theta-0.0083Rho-23.27Eff Leverage0.0521Vega