6.80Open7.00Pre Close4 Volume6 Open Interest83.00Strike Price2.56KTurnover176.46%IV3.69%PremiumDec 6, 2024Expiry Date3.07Intrinsic Value100Multiplier2DDays to Expiry2.95Extrinsic Value100Contract SizeAmericanOptions Type-0.5873Delta0.0361Gamma13.27Leverage Ratio-1.1111Theta-0.0030Rho-7.79Eff Leverage0.0238Vega