3.60Open3.90Pre Close7 Volume662 Open Interest135.00Strike Price2.56KTurnover48.26%IV0.86%PremiumDec 20, 2024Expiry Date2.78Intrinsic Value100Multiplier6DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.6466Delta0.0442Gamma27.83Leverage Ratio-0.2891Theta0.0134Rho18.00Eff Leverage0.0647Vega