6.50Open4.90Pre Close4 Volume22 Open Interest135.00Strike Price2.61KTurnover42.82%IV4.49%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier25DDays to Expiry6.08Extrinsic Value100Contract SizeAmericanOptions Type0.5425Delta0.0263Gamma21.15Leverage Ratio-0.1300Theta0.0456Rho11.47Eff Leverage0.1400Vega