6.65Open7.40Pre Close4 Volume5.42K Open Interest60.00Strike Price2.64KTurnover33.72%IV1.71%PremiumNov 15, 2024Expiry Date5.37Intrinsic Value100Multiplier25DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.8536Delta0.0399Gamma10.90Leverage Ratio-0.0325Theta0.0339Rho9.30Eff Leverage0.0391Vega