15.67Open28.10Pre Close2 Volume3 Open Interest372.50Strike Price2.61KTurnover42.45%IV0.71%PremiumDec 6, 2024Expiry Date7.88Intrinsic Value100Multiplier2DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7344Delta0.0280Gamma37.78Leverage Ratio-0.9527Theta-0.0142Rho-27.75Eff Leverage0.0906Vega