6.80Open7.00Pre Close4 Volume6 Open Interest83.00Strike Price2.56KTurnover174.84%IV3.54%PremiumDec 6, 2024Expiry Date3.20Intrinsic Value100Multiplier2DDays to Expiry2.83Extrinsic Value100Contract SizeAmericanOptions Type-0.5845Delta0.0366Gamma13.03Leverage Ratio-1.1099Theta-0.0029Rho-7.62Eff Leverage0.0238Vega