6.05Open5.70Pre Close4 Volume56 Open Interest140.00Strike Price2.42KTurnover21.75%IV1.75%PremiumNov 15, 2024Expiry Date3.54Intrinsic Value100Multiplier24DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type0.6993Delta0.0429Gamma25.86Leverage Ratio-0.0691Theta0.0641Rho18.09Eff Leverage0.1298Vega