6.80Open7.00Pre Close4 Volume6 Open Interest83.00Strike Price2.56KTurnover176.70%IV3.70%PremiumDec 6, 2024Expiry Date3.06Intrinsic Value100Multiplier2DDays to Expiry2.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5871Delta0.0361Gamma13.16Leverage Ratio-1.1138Theta-0.0030Rho-7.72Eff Leverage0.0238Vega