3.60Open4.30Pre Close7 Volume233 Open Interest50.00Strike Price2.59KTurnover56.79%IV3.67%PremiumNov 15, 2024Expiry Date2.08Intrinsic Value100Multiplier22DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type-0.5994Delta0.0583Gamma12.45Leverage Ratio-0.0553Theta-0.0170Rho-7.46Eff Leverage0.0454Vega