3.60Open3.90Pre Close7 Volume662 Open Interest135.00Strike Price2.56KTurnover49.19%IV0.86%PremiumDec 20, 2024Expiry Date2.78Intrinsic Value100Multiplier5DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.6463Delta0.0442Gamma27.83Leverage Ratio-0.3003Theta0.0129Rho17.99Eff Leverage0.0636Vega