15.67Open28.10Pre Close2 Volume3 Open Interest372.50Strike Price2.61KTurnover39.89%IV0.72%PremiumDec 6, 2024Expiry Date7.82Intrinsic Value100Multiplier2DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7433Delta0.0293Gamma38.09Leverage Ratio-0.8714Theta-0.0143Rho-28.31Eff Leverage0.0891Vega